loglk: Profile log-likelihood of the PPCA model with sample...

Description Usage Arguments Value

View source: R/PPCA_profile_log_likelihood.R

Description

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.

Usage

1
loglk(lam, n, tau = 1e-05)

Arguments

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.

Value

profile log-likelihood of length n-1.


WeiAkaneDeng/SPAC2 documentation built on Jan. 15, 2022, 5:01 a.m.