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.

### See Also

`variance_adjust`

[Package ruv version 0.9.6 Index]