| zshrink {ldsep} | R Documentation |
Shrinks Fisher-z transformed correlation estimates and returns resulting correlation estimates.
Description
This function is a wrapper for adaptive shrinkage (Stephens, 2017) on the Fisher-z transformed estimates of the Pearson correlation. This approach was proposed in Dey and Stephens (2018) but is re-implemented here for now since the CorShrink package is not available on CRAN.
Usage
zshrink(zmat, smat, ...)
Arguments
zmat |
The matrix of Fisher-z transformed correlation estimates. |
smat |
The matrix of standard errors of the Fisher-z transformed correlation estimates. |
... |
Additional arguments to pass to |
Value
A matrix of correlation estimates. These are posterior means of the correlation estimates after applying the CorShrink method (Dey and Stephens, 2018).
Author(s)
David Gerard
References
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.