Combine partial covariance or relationship matrices from independent experiments.
Combine partial covariance matrices using a Wishart-EM algorithm. Methods are described in the November 2019 article by Akdemir et al. (https://www.biorxiv.org/content/10.1101/857425v1). It can be used to combine partially overlapping covariance matrices from independent trials, partially overlapping multi-view relationship data from genomic experiments, partially overlapping Gaussian graphs described by their covariance structures. This is useful for high dimensional covariance estimation, multi-view data integration, high dimensional covariance graph estimation.
devtools::install_github("denizakdemir/CovCombR")library(CovCombR)
data("mtcars")
my_data <- mtcars[, c(1,3,4,5)]
dim(my_data)
# print the first 6 rows
head(my_data, 6)
#Artificially making 3 partial covariance matrices!
#These are the partial covariances obtained from
#independent multi-view experiments.
set.seed(123)
cov12<-cov(my_data[sample(nrow(my_data),20),1:2])
cov23<-cov(my_data[sample(nrow(my_data),20),2:3])
cov34<-cov(my_data[sample(nrow(my_data),20),3:4])
# Combine covariances using the package
Combined<-CovComb(Klist=list(cov12,cov23,cov34))
# Actual covariance using all data
Actual<-cov(my_data)
#Compare results
round(Combined,2)
#Result
# mpg disp hp drat
#mpg 42.97 -656.51 -183.02 1.09
#disp -656.51 13724.62 5175.68 -31.00
#hp -183.02 5175.68 3855.31 -23.41
#drat 1.09 -31.00 -23.41 0.28
round(Actual,2)
#Result
# mpg disp hp drat
#mpg 36.32 -633.10 -320.73 2.20
#disp -633.10 15360.80 6721.16 -47.06
#hp -320.73 6721.16 4700.87 -16.45
#drat 2.20 -47.06 -16.45 0.29
cov12<-cov(my_data[sample(nrow(my_data),20),c(1,2)])
cov13<-cov(my_data[sample(nrow(my_data),20),c(1,3)])
cov14<-cov(my_data[sample(nrow(my_data),20),c(1,4)])
Combined<-CovComb(Klist=list(cov12,cov13,cov14))
Actual<-cov(my_data)
round(Combined,2)
# mpg disp hp drat
#mpg 41.11 -770.23 -347.78 2.66
#disp -770.23 18253.89 5140.44 -48.71
#hp -347.78 5140.44 5233.73 -21.01
#drat 2.66 -48.71 -21.01 0.30
round(Actual,2)
# mpg disp hp drat
#mpg 36.32 -633.10 -320.73 2.20
#disp -633.10 15360.80 6721.16 -47.06
#hp -320.73 6721.16 4700.87 -16.45
#drat 2.20 -47.06 -16.45 0.29vignette("CovCombR")