R: Get empirical variances

get_empirical_variances {ruv}

R Documentation

Get empirical variances

Description

This method implements the method of empirical variances as described in Gagnon-Bartsch, Jacob, and Speed (2013). This function is normally called from the function variance_adjust, and is not normally intended for stand-alone use.

Usage

get_empirical_variances(sigma2, betahat, bin = 10,
                        rescaleconst = NULL)

Arguments

`sigma2`	Estimates of sigma^2
`betahat`	Estimates of beta
`bin`	The bin size
`rescaleconst`	The expected value of the average of the smallest `bin - 1` of `bin` independent chi-square random variables. This can be specified to save computational time (otherwise, it is calculated by simulation).

Value

A vector of the empirical variances.

Author(s)

Johann Gagnon-Bartsch

References

Removing Unwanted Variation from High Dimensional Data with Negative Controls. Gagnon-Bartsch, Jacob, and Speed, 2013. Available at: http://statistics.berkeley.edu/tech-reports/820.