We provide a new statistical algorithm and software package called 'eigen-R(2)' for dissecting the variation of a high-dimensional biological dataset with respect to other measured variables of interest. We apply eigen-R(2) to two real-life examples and compare it with simply averaging R(2) over many features. An R-package eigenR2 is available at http://www.genomine.org/eigenr2/ and will be made publicly available via Bioconductor.
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