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This function calculates the log-ratio variance for all components in a matrix.
vlr(x, alpha = NA)
A matrix with rows as samples (N) and columns as components (D).
A double. Defines a hyper-parameter used by the Box-Cox transformation to approximate log-ratio variance in the presence of zeros. Skip with NA.
A VLR matrix.
# NOT RUN { library(balance) data(iris) x <- iris[,1:4] vlr(x) # }
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