An R package for estimating sparse and positive definite basis covariance matrices from compositional data using the method described in Direct covariance matrix estimation with compositional data.
This package will be updated sporadically. Please contact [email protected] with any questions or comments.
SpPDCC can be loaded directly into R through the devtools
package:
install.packages("devtools")
library(devtools)
devtools::install_github("ajmolstad/SpPDCC")
Please cite the most recent version of the article mentioned above. As of October 2023, this was the following (in bibtex):
@article{molstad2024direct,
title={Direct covariance matrix estimation with compositional data},
author={Molstad, Aaron J and Ekvall, Karl Oskar and Suder, Piotr M},
journal={Electronic Journal of Statistics},
volume={18},
number={1},
pages={1702--1748},
year={2024},
publisher={The Institute of Mathematical Statistics and the Bernoulli Society}
}
Please visit this example page for details on implementation and usage.
Code to reproduce simulation results from the article can be found at this repository.