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Clustering data and searching optimal cutoff employing VIF criterion.

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Clustering data and searching optimal cutoff employing VIF criterion.

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02 Jul 2008 (Updated )

Performs hierarchical clustering of data and searches optimal cutoff using VIF.

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Description

Performs hierarchical clustering of data using specified method and
seraches for optimal cutoff empoying VIF criterion suggested in "Okada Y. et al - Detection of Cluster Boundary in Microarray Data by Reference to MIPS Functional Catalogue Database (2001)".
Namely, it searches cutoff where groups are independent. The techinque uses an econometric approach of verifying that variables in
multiple regression are linearly independent: if all the diagonal
elements of inverse correlation matrix of data are less than VIF (as
rule of thumb VIF=10).
Searching procedure is the variaition of bisection method, so it's
complexity is log(n) at most. At each iteration it chooses one item
from every clusters, constructs correlation matrix of these items and
look at diagonal element of its inverse.

Required Products Statistics Toolbox
MATLAB release MATLAB 7.6 (R2008a)
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Comments and Ratings (2)
08 Jan 2010 Muhammad Muzzamil Luqman

Denis, How do you interpret the return cutoff variable? Also, how can I find the exact cuttoff value (the optimal cuttoff).

thanks :)

08 Jan 2010 Muhammad Muzzamil Luqman  

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