Description Usage Arguments Value
View source: R/PPCA_profile_log_likelihood.R
The function returns the profile log-likelihood of the PPCA model for each possible choice of K (1, 2, …, n-1) at their respective MLEs. The maximum choice was set at n-1 because when K=n, the profile log-likelihood is equal to that at K=n-1.
1 | loglk(lam, n, tau = 1e-05)
|
lam |
a numerical vector of positive sample eigenvalues |
n |
the full dimension |
tau |
a tolerance threshold for the smallest eigenvalue, the default value is 0.001. |
profile log-likelihood of length n-1.
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