---
title: "R Notebook"
output:
  html_document:
    df_print: paged
---

```{r}
Xs = test2
nperm=100
```


```{r}
ix = c(4,3,6,5,8,7)
iy = 1


r = corls(Xs,permutations = how(nperm = nperm))
rx = r[ix,ix]
ry = r[iy,ix]
rxi = r[ix[(ix %% 2)>0],ix[(ix %% 2)>0]]
ryi = r[iy,ix[(ix %% 2)>0]]
```

```{r}
r2 = (solve(rx) %*% ry) * ry
r2
```

```{r}
sum(r2)
```

```{r}
r2 = (solve(rxi) %*% ryi) * ryi
r2
```

```{r}
sum(r2)
```

```{r}
v = varls(Xs,permutations = how(nperm = nperm))
vt = v[c(iy,ix[(ix %% 2)>0]),c(iy,ix[(ix %% 2)>0])] * (nrow(Xs)-1)
vr = v[c(iy+1,ix[(ix %% 2)==0]),c(iy,ix[(ix %% 2)>0])] * (nrow(Xs)-1)

vt
vr
```

```{r}
#diag(vr)=0
vp = vt - vr
vp
```

```{r}
d = sqrt(diag(vp))
n = d %o% d

r = vp / n
r
```

```{r}
rx = r[ix[(ix %% 2)==0]/2,ix[(ix %% 2)==0]/2]
ry = r[iy,ix[(ix %% 2)==0]/2]
r2 = (solve(rx) %*% ry) * ry
r2
```
```{r}
sum(r2)
```

```{r}
rp = solve(r)
rp = rp / sqrt(diag(rp) %o% diag(rp))
rp
rp^2
```


```{r}
library(ProcMod)
r2s = seq(from=0.1, to = 0.9, by = 0.1)
n.sim=20
r2.obs = matrix(0,nrow = n.sim,ncol = length(r2s))
d1 = simulate_matrix(10,2000)
for (j in seq_along(r2s)) {
  print(c("r2",as.character(r2s[j])))
  for (i in seq_len(n.sim)) {
    print(c("round",as.character(i)))
    d2 = simulate_correlation(10,3000,d1,r2s[j])
    v = varls2(d1,d2,permutations = 10)
    s = sqrt(diag(v))
    r2.obs[i,j] = (v / outer(s,s))[1,2]^2
  }
}

boxplot(r2.obs)
cbind(R2_theo=r2s,
      R2_obs=colMeans(r2.obs),
      R2_sd=apply(r2.obs,MARGIN = 2,FUN = sd))
```