Internal functions for intermediate computation
sampling.ER(n, rho)
psd.sqrt(X, inv = FALSE, K = NULL)
ind1toind2(index, nc, nr)
fast.Correlation(X1, rho)number of total length of indices
sampling probability
Matrix to for which square root matrix is calculated
Whether to calculate its inverse sqrt
Rank K is low-rank approximation is desired
vector index
number of columns
number of rows
Matrix of the first group of observations. Each row is variable and each column is an observation. Note that this is different from the usual way of statistical data matrices, because usually number of variables is much larger than the number of observations in this case.
Tianxi Li, Xiwei Tang, and Ajay Chatrath. Compressed spectral screening for large-scale differential correlation analysis with application in selecting Glioblastoma gene modules. arXiv preprint arXiv:2111.03721, 2021.