thresholdAbsSPath {shock} | R Documentation |
Detect partitions of variables into blocks.
Description
This function returns a list of partitions of variables based on the sample covariance matrix for several levels of threshold.
Usage
thresholdAbsSPath(expdata)
Arguments
expdata |
matrix of data |
Value
partitionList |
list of partitions of variables (vectors) deduced by thresholding the sample covariance matrix |
lambdaPath |
list of threshold parameters |
Examples
## load data to test
data(dataTest)
## detect partitions of variables into blocks based on the sample covariance matrix
partitions <- thresholdAbsSPath(dataTest)$partitionList
[Package shock version 1.0 Index]