mldest() or sldest().This will take the output of either mldest() or
sldest(), shrink the Fisher-z transformed
correlation estimates using ash()
(Stephens, 2017; Dey and Stephens, 2018), then return
the corresponding correlation estimates. You can obtain estimates of
r^2 by just squaring these estimates.
ldshrink(obj, ...)A correlation matrix.
An object of class lddf, usually created using
either mldest() or sldest().
Additional arguments to pass to ash().
David Gerard
Stephens, Matthew. "False discovery rates: a new deal." Biostatistics 18, no. 2 (2017): 275-294.
Dey, Kushal K., and Matthew Stephens. "CorShrink: Empirical Bayes shrinkage estimation of correlations, with applications." bioRxiv (2018): 368316.