vqtl: An R Package for Mean-Variance QTL Mapping

被引:4
作者
Corty, Robert W. [1 ,2 ]
Valdar, William [1 ,3 ]
机构
[1] Univ N Carolina, Dept Genet, Chapel Hill, NC USA
[2] Univ N Carolina, Bioinformat & Computat Biol Curriculum, Chapel Hill, NC USA
[3] Univ N Carolina, Lineberger Comprehens Canc Ctr, Chapel Hill, NC 27599 USA
来源
G3-GENES GENOMES GENETICS | 2018年 / 8卷 / 12期
关键词
heteroscedastic regression; mvQTL; variance heterogeneity; DGLM; QUANTITATIVE TRAIT LOCI; PHENOTYPIC VARIABILITY; GENETIC-CONTROL; HETEROGENEITY; SELECTION;
D O I
10.1534/g3.118.200642
中图分类号
Q3 [遗传学];
学科分类号
071007 ; 090102 ;
摘要
We present vqtl, an R package for mean-variance QTL mapping. This QTL mapping approach tests for genetic loci that influence the mean of the phenotype, termed mean QTL, the variance of the phenotype, termed variance QTL, or some combination of the two, termed mean-variance QTL. It is unique in its ability to correct for variance heterogeneity arising not only from the QTL itself but also from nuisance factors, such as sex, batch, or housing. This package provides functions to conduct genome scans, run permutations to assess the statistical significance, and make informative plots to communicate results. Because it is inter-operable with the popular qtl package and uses many of the same data structures and input patterns, it will be straightforward for geneticists to analyze future experiments with vqtl as well as re-analyze past experiments, possibly discovering new QTL.
引用
收藏
页码:3757 / 3766
页数:10
相关论文
共 50 条
  • [21] Partial index tracking enhanced mean-variance portfolio
    Cai, Zhaokun
    Cui, Zhenyu
    Simaan, Majeed
    [J]. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2025, 30 (02) : 1206 - 1224
  • [22] Mean-variance portfolio optimization with parameter sensitivity control
    Cui, Xueting
    Zhu, Shushang
    Li, Duan
    Sun, Jie
    [J]. OPTIMIZATION METHODS & SOFTWARE, 2016, 31 (04) : 755 - 774
  • [23] On horizon-consistent mean-variance portfolio allocation
    Cerreia-Vioglio, Simone
    Ortu, Fulvio
    Rotondi, Francesco
    Severino, Federico
    [J]. ANNALS OF OPERATIONS RESEARCH, 2024, 336 (1-2) : 797 - 828
  • [24] Untangling Universality and Dispelling Myths in Mean-Variance Optimization
    Benveniste, Jerome
    Kolm, Petter N.
    Ritter, Gordon
    [J]. JOURNAL OF PORTFOLIO MANAGEMENT, 2024, 50 (08) : 90 - 116
  • [25] Continuous-time mean-variance portfolios: a comparison
    Alp, Ozge Sezgin
    Korn, Ralf
    [J]. OPTIMIZATION, 2013, 62 (07) : 961 - 973
  • [26] Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
    Maccheroni, Fabio
    Marinacci, Massimo
    Ruffino, Doriana
    [J]. ECONOMETRICA, 2013, 81 (03) : 1075 - 1113
  • [27] Characteristic-based mean-variance portfolio choice
    Hjalmarsson, Erik
    Manchev, Petar
    [J]. JOURNAL OF BANKING & FINANCE, 2012, 36 (05) : 1392 - 1401
  • [28] Robust mixture regression modeling based on the normal mean-variance mixture distributions
    Naderi, Mehrdad
    Mirfarah, Elham
    Wang, Wan-Lun
    Lin, Tsung-, I
    [J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2023, 180
  • [29] CONTINUOUS TIME MEAN-VARIANCE PORTFOLIO OPTIMIZATION THROUGH THE MEAN FIELD APPROACH
    Fischer, Markus
    Livieri, Giulia
    [J]. ESAIM-PROBABILITY AND STATISTICS, 2016, 20 : 30 - 44
  • [30] An Empirical Study of Robust Mean-Variance Portfolios with Short Selling
    Dhingra, Vrinda
    Gupta, S. K.
    [J]. COMPUTATIONAL ECONOMICS, 2024,