WGCNA: bicovWeights – R documentation

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bicovWeights

Weights used in biweight midcovariance

Description

Calculation of weights and the intermediate weight factors used in the calculation of biweight midcovariance and midcorrelation. The weights are designed such that outliers get smaller weights; the weights become zero for data points more than 9 median absolute deviations from the median.

Usage

bicovWeights(
   x, 
   pearsonFallback = TRUE, 
   maxPOutliers = 1,
   outlierReferenceWeight = 0.5625,
   defaultWeight = 0)

bicovWeightFactors(
   x, 
   pearsonFallback = TRUE, 
   maxPOutliers = 1, 
   outlierReferenceWeight = 0.5625,
   defaultFactor = NA)

bicovWeightsFromFactors(
   u, 
   defaultWeight = 0)

Arguments

`x`	A vector or a two-dimensional array (matrix or data frame). If two-dimensional, the weights will be calculated separately on each column.
`u`	A vector or matrix of weight factors, usually calculated by `bicovWeightFactors`.
`pearsonFallback`	Logical: if the median absolute deviation is zero, should standard deviation be substituted?
`maxPOutliers`	Optional specification of the maximum proportion of outliers, i.e., data with weights equal to `outlierReferenceWeight` below.
`outlierReferenceWeight`	A number between 0 and 1 specifying what is to be considered an outlier when calculating the proportion of outliers.
`defaultWeight`	Value used for weights that correspond to a finite `x` but the weights themselves would not be finite, for example, when a column in `x` is constant.
`defaultFactor`	Value used for factors that correspond to a finite `x` but the weights themselves would not be finite, for example, when a column in `x` is constant.

Details

These functions are based on Equations (1) and (3) in Langfelder and Horvath (2012). The weight factor is denoted u in that article.

Langfelder and Horvath (2012) also describe the Pearson fallback and maximum proportion of outliers in detail. For a full discussion of the biweight midcovariance and midcorrelation, see Wilcox (2005).

Value

A vector or matrix of the same dimensions as the input x giving the bisquare weights (bicovWeights and bicovWeightsFromFactors) or the bisquare factors (bicovWeightFactors).

Author(s)

Peter Langfelder

References

Langfelder P, Horvath S (2012) Fast R Functions for Robust Correlations and Hierarchical Clustering Journal of Statistical Software 46(11) 1-17 PMID: 23050260 PMCID: PMC3465711 Wilcox RR (2005). Introduction to Robust Estimation and Hypothesis Testing. 2nd edition. Academic Press, Section 9.3.8, page 399 as well as Section 3.12.1, page 83.

Examples

x = rnorm(100);
x[1] = 10;
plot(x, bicovWeights(x));

WGCNA

Weighted Correlation Network Analysis

v1.70-3

GPL (>= 2)

Authors

Peter Langfelder <Peter.Langfelder@gmail.com> and Steve Horvath <SHorvath@mednet.ucla.edu> with contributions by Chaochao Cai, Jun Dong, Jeremy Miller, Lin Song, Andy Yip, and Bin Zhang

Initial release

2021-02-17