MatrixLM
Description
Core functions to obtain closed-form least squares estimates for matrix linear models. Variance shrinkage is adapted from Ledoit & Wolf (2003)¹.
An extension of MatrixLM
for applications in high-throughput genetic screens is the GeneticScreens
package. See the associated paper, "Matrix linear models for high-throughput chemical genetic screens", and its reproducible code for more details.
MatrixLMnet
is a related package that implements algorithms for L1-penalized estimates for matrix linear models. See the associated paper, "Sparse matrix linear models for structured high-throughput data", and its reproducible code for more details.
Installation
The MatrixLM
package can be installed using the Julia package manager by running:
using Pkg
Pkg.add("MatrixLM")
For the most recent version, use:
using Pkg
Pkg.add(url = "https://github.com/senresearch/MatrixLM.jl", rev="develop")
You can also install MatrixLM
using the Pkg REPL mode from the Julia REPL. Enter the Pkg REPLS mode by pressing ]
. Once you're in Pkg mode, type the following command and hit enter:
add MatrixLM
Once the process is complete, you can exit the Pkg REPL mode by pressing backspace or ctrl+C, returning you to the standard Julia REPL.
Contributing
We appreciate contributions from users including reporting bugs, fixing issues, improving performance and adding new features.
Questions
If you have questions about contributing or using MatrixLM
package, please communicate with authors from github.
Citing MatrixLM
If you use MatrixLM
in a scientific publication, please consider citing following paper:
Jane W Liang, Robert J Nichols, Śaunak Sen, Matrix Linear Models for High-Throughput Chemical Genetic Screens, Genetics, Volume 212, Issue 4, 1 August 2019, Pages 1063–1073, https://doi.org/10.1534/genetics.119.302299
@article{10.1534/genetics.119.302299,
author = {Liang, Jane W and Nichols, Robert J and Sen, Śaunak},
title = "{Matrix Linear Models for High-Throughput Chemical Genetic Screens}",
journal = {Genetics},
volume = {212},
number = {4},
pages = {1063-1073},
year = {2019},
month = {06},
issn = {1943-2631},
doi = {10.1534/genetics.119.302299},
url = {https://doi.org/10.1534/genetics.119.302299},
eprint = {https://academic.oup.com/genetics/article-pdf/212/4/1063/42105135/genetics1063.pdf},
}
1. Ledoit, O., & Wolf, M. (2003). Improved estimation of the covariance matrix of stock returns with an application to portfolio selection. Journal of empirical finance, 10(5), 603-621.