Alternating Conditional Expectations

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Description

Predicts values for scattered missing elements according to the matrix-variate normal distribution. Internal use.

Usage

1
ACE(x, sig, delt, sigi, delti, M, thr = 1e-04, maxit = 1000)

Arguments

x

Data matrix with scattered missing values. Missing values should be denoted with "NA".

sig

Row covariance matrix.

delt

Column covariance matrix.

sigi

Row precision matrix.

delti

Column precision matrix.

M

Mean matrix.

thr

Convergence threshold.

maxit

Maximum number of iterations.

Details

For internal use.

Value

x

Matrix of predicted values.

iter

Number of iterations until convergence.

Author(s)

Genevera I. Allen

References

G. I. Allen and R. Tibshirani, "Transposable regularized covariance models with an application to missing data imputation", Annals of Applied Statistics, 4:2, 764-790, 2010.

See Also

CVcov