/block-learning

Learning Block Structure in U-statistic Based Large Correlation Matrices

Primary LanguageR

Block-learning Algorithm Code and Examples

The R scripts implement the block learning approach to reproduce the numerical results in section 3 of the paper “Learning Block Structures in U-statistic Based Matrices” by Zhang et al. (https://doi.org/10.1093/biomet/asaa099). The folder simulations contains R functions for the simulation studies in section 3.1. The folder realdata contains the R code and data sets used in section 3.2.

Figures

The figures generated from simulations.R, nasdaq.R and breastcancer.R are saved in the figures folder.