update_sigma: Update variances in regularized maximum likelihood factor...

Description Usage Arguments Value

Description

The is the update of the variances of the columns in the regularized factor analysis.

Usage

1
update_sigma(Y, A, lambda = 0.01)

Arguments

Y

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

A

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

lambda

A numeric. This is the tuning parameter. The MLE is unbounded for lambda = 0.

Value

sig_diga The update for for the variances.


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