Y<-simulateGEdata(500, 500, 10, 2, 5, g=NULL, Sigma.eps=0.1,
250, 100, intercept=FALSE, check.input=FALSE)
Y.hat<-RUVNaiveRidge(Y, center=TRUE, nc_index=251:500, 0, 10, check.input=TRUE)
Y.hat.cor<-cor(Y.hat)
par(mar=c(5.1, 4.1, 4.1, 2.1), mgp=c(3, 1, 0), las=0, mfrow=c(1, 1))
ECDFPlot(Y.hat.cor, Y$Sigma, index=1:100, title="Simulated data",
legend=c("RUV", "Truth"))
ECDFPlot(list(Y.hat.cor, cor(Y$Y)), Y$Sigma, index=1:100,
title="Simulated data", legend=c("RUV", "Raw", "Truth"), col.Y="black")
Run the code above in your browser using DataLab