fct_em: Internal EM Algorithm

In mixedLSR: Mixed, Low-Rank, and Sparse Multivariate Regression on High-Dimensional Data

Internal EM Algorithm

Description

Internal EM Algorithm

Usage

fct_em(x, y, k, lambda, clust_assign, lik_track, em_iter, verbose)

Arguments

x	A matrix of predictors.
y	A matrix of responses.
k	The number of groups.
lambda	A vector of penalization parameters.
clust_assign	The current clustering assignment.
lik_track	A vector storing the log-likelihood by iteration.
em_iter	The maximum number of EM iterations.
verbose	A boolean indicating whether to print to screen.

Value

A mixedLSR model.

mixedLSR documentation built on Nov. 10, 2022, 6:17 p.m.