Description Usage Arguments Value
f_val
will return the regularized normal log-likelihood
where thre is a low rank mean matrix and only a diagonal covariance
matrix along the columns.
1 | f_val(Y, sig_diag, A, lambda = 0.01)
|
Y |
A matrix. This is the |
sig_diag |
A vector of length |
A |
A matrix. This the the |
lambda |
A numeric. The regularization parameter. |
llike
A numeric. The regularized log-likelihood.
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