standardize.cov {GeneTS}R Documentation

Standardize Covariance Matrix

Description

standardize.cov takes a covariance matrix and turns it into a correlation matrix by standardizing each entry with the product of the corresponding standard deviations (so that all diagonal entries equal 1).

rebuild.cov takes a correlation matrix and a vector with variances and reconstructs the corresponding covariance matrix.

Usage

standardize.cov(m)
rebuild.cov(r, v)

Arguments

m covariance matrix
r correlation matrix
v variance vector

Value

A matrix (correlation or covariance matrix).

Author(s)

Korbinian Strimmer (http://www.stat.uni-muenchen.de/~strimmer/).

See Also

cor, cov

Examples

# load GeneTS library
library(GeneTS)

# first 10 genes from the caulobacter data set
data(caulobacter)
m <- caulobacter[,1:10]

# covariance matrix
m.cov <- cov(m)
m.cov

# variances
m.var <- diag(m.cov)
m.var

# correlation matrix
m.cor.1 <- cor(m)
m.cor.1

# correlation matrix via covariance matrix
m.cor.2 <- standardize.cov(m.cov)
m.cor.2

zapsmall(m.cor.1) == zapsmall(m.cor.2)

# reconstruct covariance matrix
rebuild.cov(m.cor.1, m.var)


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