Compute all local correlation coefficients in O(n^2 log n)
mgc.localcorr(
X,
Y,
is.dist.X = FALSE,
dist.xfm.X = mgc.distance,
dist.params.X = list(method = "euclidean"),
dist.return.X = NULL,
is.dist.Y = FALSE,
dist.xfm.Y = mgc.distance,
dist.params.Y = list(method = "euclidean"),
dist.return.Y = NULL,
option = "mgc"
)is interpreted as:
[n x d] data matrixX is a data matrix with n samples in d dimensions, if flag is.dist.X=FALSE.
[n x n] distance matrixX is a distance matrix. Use flag is.dist.X=TRUE.
is interpreted as:
[n x d] data matrixY is a data matrix with n samples in d dimensions, if flag is.dist.Y=FALSE.
[n x n] distance matrixY is a distance matrix. Use flag is.dist.Y=TRUE.
a boolean indicating whether your X input is a distance matrix or not. Defaults to FALSE.
if is.dist == FALSE, a distance function to transform X. If a distance function is passed,
it should accept an [n x d] matrix of n samples in d dimensions and return a [n x n] distance matrix
as the $D return argument. See mgc.distance for details.
a list of trailing arguments to pass to the distance function specified in dist.xfm.X.
Defaults to list(method='euclidean').
the return argument for the specified dist.xfm.X containing the distance matrix. Defaults to FALSE.
is.null(dist.return)use the return argument directly from dist.xfm as the distance matrix. Should be a [n x n] matrix.
is.character(dist.return) | is.integer(dist.return)use dist.xfm.X[[dist.return]] as the distance matrix. Should be a [n x n] matrix.
a boolean indicating whether your Y input is a distance matrix or not. Defaults to FALSE.
if is.dist == FALSE, a distance function to transform Y. If a distance function is passed,
it should accept an [n x d] matrix of n samples in d dimensions and return a [n x n] distance matrix
as the dist.return.Y return argument. See mgc.distance for details.
a list of trailing arguments to pass to the distance function specified in dist.xfm.Y.
Defaults to list(method='euclidean').
the return argument for the specified dist.xfm.Y containing the distance matrix. Defaults to FALSE.
is.null(dist.return)use the return argument directly from dist.xfm.Y(Y) as the distance matrix. Should be a [n x n] matrix.
is.character(dist.return) | is.integer(dist.return)use dist.xfm.Y(Y)[[dist.return]] as the distance matrix. Should be a [n x n] matrix.
is a string that specifies which global correlation to build up-on. Defaults to 'mgc'.
use the MGC global correlation.
use the dcor global correlation.
use the mantel global correlation.
use the rank global correlation.
A list contains the following:
corrconsists of all local correlations within [-1,1] by double matrix index
varXcontains all local variances for X.
varYcontains all local variances for X.
# NOT RUN {
library(mgc)
n=200; d=2
data <- mgc.sims.linear(n, d)
lcor <- mgc.localcorr(data$X, data$Y)
# }
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