Accuracy of the correlation modeling.

(A) Median error (solid gray curves; measured in percentage points) in correlation coefficient estimates in all pairs in the data-set estimated using 1,000 different random factor models, together with the 25th and 75th (dashed gray curves) percentiles of error in correlation estimates. The results are compared with the estimates of correlation based on PCA (solid black curve), together with the 25th and 75th (dashed black curves) percentiles. The results are shown as a function of the number of factors (abscissa). (B) Median absolute error of the random factor model (solid grey curve; measured in percentage points), together with the 25th and 75th percentiles (dashed grey curves); Median error in PCA (solid black curve) and the 25th and 75th percentiles (dashed black curves).