get_independent_matrix {mergingTools}

Generate independent HEMs

Description

There may be some HEMs which are linear dependent on another HEM. This produces conflicts when generating the multivariate Gaussian distribution as the Sigma matrix will not be invertible, causing an error. To avoid this, get_independent_matrix tells the user which HEMs are independent so they can choose which HEMs to use. To do so the user must input the maximum correlation between HEMs by dep_lvl. If dep_lvl is too high (>0.95) the user may leave very dependent HEMs and thus the Sigma matrix will not be invertible. We advise the user to lower the dep_lvl until the Sigma matrix is invertible.

Usage

get_independent_matrix(cor_matrix = NULL, dep_lvl = NULL)

Arguments

cor_matrix

Correlation matrix

dep_lvl

Dependency level allowed. A number between 0 and 1 indicating the maximum correlation allowed between HEMs.

Value

Returns a list of independent HEMs

Examples

n_pmcs <- 6
data_much <- mergingTools::process_raw_experiments(data = data_much_raw_vignette,
                                                  n_pmcs = n_pmcs)
cor_matrix <- mergingTools::correlation_matrix(splitted_data = data_much)
dep_lvl <- 0.85
# Remove the HEMs which are linearly dependant on other HEMs
cor_matrix_independent <- mergingTools::get_independent_matrix(cor_matrix = cor_matrix,
                                                               dep_lvl = dep_lvl)