MNloglike: Penalized Matrix-variate normal log-likelihood.

In Tsphere: Transposable Sphering for Large-Scale Inference with Correlated Data.

Description

Penalized Matrix-variate normal log-likelihood.

Usage

MNloglike(x, M, Sig, Delt, rhor, rhoc, qr = 2, qc = 2,  Sigi = NULL, 
Delti = NULL) 

Arguments

x	Data matrix.
M	Mean matrix.
Sig	Row covariance matrix.
Delt	Column covariance matrix.
rhor	Row regularization parameter.
rhoc	Column regularization parameter.
qr	Row regularization norm. Either 1 or 2.
qc	Column regularization norm. Either 1 or 2.
Sigi	Row precision matrix. (optional).
Delti	Column precision matrix. (optional).

Details

For internal use.

Value

value

Log-likelihood.

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

covTranspose11

Tsphere documentation built on May 2, 2019, 3:32 p.m.