fct_j_lik: Internal Likelihood Function

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

Internal Likelihood Function

Description

Internal Likelihood Function

Usage

fct_j_lik(
  x,
  y,
  k,
  clust_assign,
  lambda,
  alpha = 2 * sqrt(3),
  beta = 1,
  y_sparse = TRUE,
  max_rank = 3,
  rank = NULL
)

Arguments

x	A matrix of predictors.
y	A matrix of responses.
k	The number of groups.
clust_assign	A vector of cluster labels.
lambda	A vector of penalization parameters.
alpha	A positive constant DPP parameter.
beta	A positive constant DPP parameter.
y_sparse	Should Y coefficients be treated as sparse?
max_rank	The maximum allowed rank.
rank	The rank, if known.

Value

The weighted log-likelihood

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