ExtendMatrix function

Control Inverse matrix noise with Extension

Calculates the extended covariance matrix estimation as described in Marroig et al. 2012

ExtendMatrix(cov.matrix, var.cut.off = 1e-04, ret.dim = NULL)

Arguments

• cov.matrix: Covariance matrix
• var.cut.off: Cut off for second derivative variance. Ignored if ret.dim is passed.
• ret.dim: Number of retained eigenvalues

Returns

Extended covariance matrix and second derivative variance

Note

Covariance matrix being extended should be larger then 10x10

Examples

cov.matrix = RandomMatrix(11, 1, 1, 100)
ext.matrix = ExtendMatrix(cov.matrix, var.cut.off = 1e-6)
ext.matrix = ExtendMatrix(cov.matrix, ret.dim = 6)

References

Marroig, G., Melo, D. A. R., and Garcia, G. (2012). Modularity, noise, and natural selection. Evolution; international journal of organic evolution, 66(5), 1506-24. doi:10.1111/j.1558-5646.2011.01555.x

Author(s)

Diogo Melo