Weighted Least Squares Covariance Estimation (Rcpp)

Computes WLS estimates of gene-gene covariance and test statistics that assess the statistical significance of co-expression using moment-based regressions.

Usage

WLS_cov(D, X, W)

Arguments

D

Design matrix for WLS (size n x k)

X

Gene expression matrix (n x p)

W

Weight matrix (n x p)

Value

A list with:

cov_hat

A k x p x p array of WLS estimates

test_stat

A p x p matrix of test statistics