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# (C) 2008-2011 Leo Lahti and Olli-Pekka Huovilainen
# All rights reserved.
# FreeBSD License (keep this notice)
# "I am among those who think that science has great beauty. A scientist
# in his laboratory is not only a technician: he is also a child placed
# before natural phenomena which impress him like a fairy tale."
# - Marie Curie
z.expectation <- function (model, X, Y = NULL) {
# (C) 2008-2011 Leo Lahti and Olli-Pekka Huovilainen
# All rights reserved.
# FreeBSD License (keep this notice)
W <- getW(model)
phi <- getPhi(model)
# Center data
X <- t(centerData(t(X), rm.na = TRUE))
if (!is.null(Y)){
Y <- t(centerData(t(Y), rm.na = TRUE))
phi.inv <- list(X = solve(phi$X), Y = solve(phi$Y))
S <- set.M.full2(W, phi.inv)
#S <- solve(t(W$X)%*%solve(phi$X)%*%W$X + t(W$Y)%*%solve(phi$Y)%*%W$Y + diag(ncol(W$X)))
return( S%*%(t(W$X)%*%phi.inv$X%*%X + t(W$Y)%*%phi.inv$Y%*%Y) )
} else {
phi.inv <- solve(phi$total)
S <- set.M.full(W$total, phi.inv)
return(S %*% (t(W$total) %*% phi.inv %*% X))
}
}
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