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]