Title: | Analysis of Correlated High-Dimensional Expression (ACE) Data |
Version: | 0.1 |
Description: | A function for estimating factor models. Give factor-adjusted statistics, factor-adjusted mean estimation (one-sample test) or factor-adjusted mean difference estimation (two-sample test). |
Maintainer: | Peng Wang <wangpeng21@mails.jlu.edu.cn> |
License: | GPL-3 |
Encoding: | UTF-8 |
Depends: | R (≥ 3.6.0) |
Imports: | quantreg |
Suggests: | mvtnorm, MASS |
URL: | https://github.com/hongyuan-cao/ACE |
RoxygenNote: | 7.2.3 |
NeedsCompilation: | no |
Packaged: | 2023-07-06 08:25:35 UTC; wplyt |
Author: | Peng Wang [aut, cre], Pengfei Lyu [aut], Shyamal Peddada [aut], Hongyuan Cao [aut] |
Repository: | CRAN |
Date/Publication: | 2023-07-06 19:00:05 UTC |
Analysis of Correlated High-Dimensional Expression (ACE) Data
Description
A function for estimating factor models, giving factor-adjusted statistics.
Usage
ACE(Z, X, H0_indicator, gama)
Arguments
Z |
The observed data matrix with the variables in rows and samples in columns. It is a |
X |
(Optional) The observed data matrix with the variables in rows and samples in columns. It is a |
H0_indicator |
(Optional) A |
gama |
FDR control level. |
Value
An object with S3 class ACE
containing the following items will be returned:
FDP
If H0_indicator exists, FDP is true FDP, otherwise, it is estimated FDP.
Power
If H0_indicator exists, power is output which is defined as the ratio of the number of correctly rejected to the number of non-nulls.
Rejection
The number of rejections.
Adjusted_mean_difference
Factor-adjusted mean difference which is a
p
-dimensional vector.Adjusted_statistics
Factor-adjusted statistics (
p
-dimensional vector).Threshold
A critical value. When absolute factor-adjusted statistics is larger than the threshold, we reject it.
Estimated_number_factor
The estimated number of factors.
pai1_hat
The estimated proportion of non-nulls.
References
Cao, H., & Kosorok, M. R. (2011). Simultaneous critical values for t-tests in very high dimensions. Bernoulli, 17, 347.
Wang, P., Lyu, P., Peddada, S., Cao, H. (2023+). A powerful methodology for analyzing correlated high dimensional data using factor models. results not shown.
Examples
library(mvtnorm); library(quantreg)
p <- 200; n <- 100; h <- 3 # the number of variables, samples and factors
berlii <- rbinom(p, 1, 0.2) # 1 means the variable is non-null and 0 means it is null.
index0 <- which(berlii == 0); index1 <- which(berlii == 1)
mu <- matrix(rep(0, 1*p), nrow=p)
mu[index1] <- runif(length(index1), min=0.4, max=0.7) # expectation of data
B <- matrix(runif(h*p, min=-1, max=1), nrow=p) # factor loading matrix
t_error <- t(rmvt(n, sigma = diag(p), df = 10)) # error term followed t-distribution
f <- t(rmvt(n, diag(h), df = 4))/sqrt(4/(4-2)) # factor followed t-distribution
Y <- mu %*% matrix(rep(1, n*1), nrow=1) + B %*% f + t_error # data
res <- ACE(Z = Y, H0_indicator = berlii, gama = 0.05)
res$FDP # true FDP
res$Power # power