mgc.localcorr {mgc}

MGC Local Correlations

Description

Compute all local correlation coefficients in O(n^2 log n)

Usage

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"
)

Arguments

X

is interpreted as:

a [n x d] data matrix

X is a data matrix with n samples in d dimensions, if flag is.dist.X=FALSE.

a [n x n] distance matrix

X is a distance matrix. Use flag is.dist.X=TRUE.

Y

is interpreted as:

a [n x d] data matrix

Y is a data matrix with n samples in d dimensions, if flag is.dist.Y=FALSE.

a [n x n] distance matrix

Y is a distance matrix. Use flag is.dist.Y=TRUE.

is.dist.X

a boolean indicating whether your X input is a distance matrix or not. Defaults to FALSE.

dist.xfm.X

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.

dist.params.X

a list of trailing arguments to pass to the distance function specified in dist.xfm.X. Defaults to list(method='euclidean').

dist.return.X

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.

is.dist.Y

a boolean indicating whether your Y input is a distance matrix or not. Defaults to FALSE.

dist.xfm.Y

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.

dist.params.Y

a list of trailing arguments to pass to the distance function specified in dist.xfm.Y. Defaults to list(method='euclidean').

dist.return.Y

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.

option

is a string that specifies which global correlation to build up-on. Defaults to 'mgc'.

'mgc'

use the MGC global correlation.

'dcor'

use the dcor global correlation.

'mantel'

use the mantel global correlation.

'rank'

use the rank global correlation.

Value

A list contains the following:

corr

consists of all local correlations within [-1,1] by double matrix index

varX

contains all local variances for X.

varY

contains all local variances for X.

Author(s)

C. Shen

Examples

library(mgc)

n=200; d=2
data <- mgc.sims.linear(n, d)
lcor <- mgc.localcorr(data$X, data$Y)