init.lambda: MM Algorithm - Initial lambda

In gettingtothebottom: Learning Optimization and Machine Learning for Statistics

Description

init.lambda Function for finding an initial value for lambda

Usage

init.lambda(X, omega)

Arguments

X	Original data matrix
omega	Set of unobserved indices

Author(s)

Jocelyn T. Chi

Examples

# Generate a test matrix
seed <- 12345
m <- 100
n <- 100
r <- 3
T <- testmatrix(m,n,r,seed=seed)

# Add some noise to the test matrix
E <- 0.1*matrix(rnorm(m*n),m,n)
A <- T + E

# Obtain a vector of unobserved entries
temp <- makeOmega(m,n,percent=0.5)
omega <- temp$omega

# Remove unobserved entries from test matrix
X <- A
X[omega] <- NA

init.lambda(X,omega)

gettingtothebottom documentation built on May 29, 2017, 8:28 p.m.