LCTboot

0th

Percentile

Bootstrap procedure LCT-B proposed by Cai & Liu (2016) for correlation testing.

Bootstrap procedure LCT-B proposed by Cai & Liu (2016) for correlation testing.

Usage
LCTboot(data, alpha = 0.05, stat_test = "gaussian", Nboot = 100,
  vect = FALSE)
Arguments
data

matrix of observations

alpha

level of multiple testing

stat_test
'empirical'

\(\sqrt{n}*abs(corr)\)

'fisher'

\(\sqrt{n-3}*1/2*\log( (1+corr)/(1-corr) )\)

'student'

\(\sqrt{n-2}*abs(corr)/\sqrt(1-corr^2)\)

'gaussian'

\(\sqrt{n}*mean(Y)/sd(Y)\) with \(Y=(X_i-mean(X_i))(X_j-mean(X_j))\)

Nboot

number of iterations for bootstrap quantile evaluation

vect

if TRUE returns a vector of TRUE/FALSE values, corresponding to vectorize(cor(data)); if FALSE, returns an array containing rows and columns of significative correlations

Value

Returns

  • a vector containing indexes \(\lbrace(i,j),\,i<j\rbrace\) for which correlation between variables \(i\) and \(j\) is significative, if vect=FALSE.

References

Cai, T. T., & Liu, W. (2016). Large-scale multiple testing of correlations. Journal of the American Statistical Association, 111(513), 229-240.

See Also

ApplyFdrCor, LCTNorm

Aliases
  • LCTboot
Examples
# NOT RUN {
 
n <- 100
p <- 10
corr_theo <- diag(1,p)
data <- MASS::mvrnorm(n,rep(0,p),corr_theo)
alpha <- 0.05
res <- LCTboot(data,alpha,stat_test='empirical',Nboot=100)
# }
Documentation reproduced from package TestCor, version 0.0.0.9, License: GPL (>= 2)

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