MMLPCA: Modified maximum likelihood principal component analysis

In ISR: The Iterated Score Regression-Based Estimation Algorithm

Modified maximum likelihood principal component analysis

Description

Caculate the estimator on the ISR method

Usage

MMLPCA(data = 0, data0, real = TRUE, example = FALSE)

Arguments

data	is the orignal data set
data0	is the missing data set
real	is to judge whether the data set is a real missing data set
example	is to judge whether the data set is a simulation example

Value

XMMLPCA	is the estimator on the MMLPCA method
MSEMMLPCA	is the MSE value of the MMLPCA method
MAEMMLPCA	is the MAE value of the MMLPCA method
REMMLPCA	is the RE value of the MMLPCA method
GCVMMLPCA	is the GCV value of the MMLPCA method
timeMMLPCA	is the time cost of the MMLPCA method

Examples

 library(MASS)   
 n=100;p=10;per=0.1
 X0=data=matrix(mvrnorm(n*p,0,1),n,p)
 m=round(per*n*p,digits=0)
 mr=sample(1:(n*p),m,replace=FALSE)
 X0[mr]=NA;data0=X0
 MMLPCA(data=data,data0=data0,real=FALSE,example=FALSE)

ISR documentation built on April 22, 2022, 5:06 p.m.