FLASH vs CorShrink missing data simulation

library(corrplot)

## corrplot 0.84 loaded

library(flashr)

Simulation Experiment

n <- 100
p <- 25
noise <- matrix(rnorm(n*p), nrow=n, ncol=p)
Sigma <- matrix(0.04 * 0.8, nrow=p, ncol=p)
diag(Sigma) <- 0.04 
data <- cbind(noise, MASS::mvrnorm(n = n, mu = rep(0.5, p), Sigma = Sigma))

data_with_na <- apply(data, 2, function(x) { x[sample(1:100, 75)]=NA; return(x)})

FLASH

fl = flash(data_with_na)

## fitting factor/loading 1

## fitting factor/loading 2

cor_mat <- cor(flash_fill(data_with_na, fl), use = "pairwise.complete.obs")
col2 <- c("blue", "white", "red")
corrplot(cor_mat, diag = FALSE,
         col = colorRampPalette(col2)(200),
         tl.pos = "td", tl.cex = 0.9, tl.col = "black",
         rect.col = "white",na.label.col = "white",
         method = "color", type = "upper") 

cor_mat <- cor(data_with_na, use = "pairwise.complete.obs")
col2 <- c("blue", "white", "red")
corrplot(cor_mat, diag = FALSE,
         col = colorRampPalette(col2)(200),
         tl.pos = "td", tl.cex = 0.9, tl.col = "black",
         rect.col = "white",na.label.col = "white",
         method = "color", type = "upper") 

CorShrink

out <- CorShrink::CorShrinkData(data_with_na, ash.control = list(mixcompdist = "normal"))

col2 <- c("blue", "white", "red")
corrplot(as.matrix(out$cor), diag = FALSE,
         col = colorRampPalette(col2)(200),
         tl.pos = "td", tl.cex = 0.9, tl.col = "black",
         rect.col = "white",na.label.col = "white",
         method = "color", type = "upper")