f_val: Regularized normal log-likelihood.

Description Usage Arguments Value

Description

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.

Usage

1
f_val(Y, sig_diag, A, lambda = 0.01)

Arguments

Y

A matrix. This is the n by p data matrix.

sig_diag

A vector of length p. These are the estimates of the variances of the columns of Y.

A

A matrix. This the the n by p low rank mean matrix.

lambda

A numeric. The regularization parameter.

Value

llike A numeric. The regularized log-likelihood.


dcgerard/succotashr documentation built on May 15, 2019, 1:25 a.m.