bahc (version 0.3.0)

filterCovariance: Compute the BAHC covariance matrix.

Description

Compute the BAHC covariance matrix.

Usage

filterCovariance(x, k = 1, Nboot = 100)

Arguments

x

A matrix: \(x_{i,f}\) is feature \(f\) of object \(i\)

k

The order of filtering. \(k=1\) corresponds to BAHC.

Nboot

The number of bootstrap copies

Value

The BAHC-filtered correlation matrix of x.

Examples

# NOT RUN {
r=matrix(rnorm(1000),nrow=20)   # 20 objects, 50 features each
sigma=exp(runif(20))
rs=t(sigma %*% r) %*% sigma
Cov_bahc=filterCovariance(rs)
# }