Shrinkage Covariance Incorporating Prior Knowledge


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Documentation for package ‘SHIP’ version 2.0.3

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build.target Creates a covariance target, optionally by using prior information (e.g. from KEGG pathways).
expl Small example extracted from a microarray data set.
shrink.estim Shrinkage estimator of the covariance matrix, given a data set and a covariance target.
targetCor Computation of the target Cor.
targetD Computation of the diagonal target D ('diagonal, unequal variances').
targetF Computation of target F ('constant correlation model').
targetG Computation of target G ('knowledge-based constant correlation model').
targetGpos Computation of the target Gpos.
targetGstar Computation of the target Gstar.