em_miss: EM algorithm for factor analysis with missing block matrix.

In dcgerard/vicar: Various Ideas for Confounder Adjustment in Regression

Description

EM algorithm for factor analysis with missing block matrix.

Usage

em_miss(Y21, Y31, Y32, k, gls = TRUE, init_type = c("ml", "pca"))

Arguments

Y21	Top left of matrix.
Y31	Bottom left of matrix.
Y32	Top right of matrix.
k	The rank of the mean matrix.
gls	A logical. Should we estimate Z by generalized least squares (TRUE) or by a multivariate normality assumption (FALSE)?
init_type	A string. Should we initialize using PCA on cbind(Y31, Y32) ("pca") or using maximum likelihood on cbind(Y31, Y32) ("ml")?

Value

The top right of the matrix.

Author(s)

David Gerard

dcgerard/vicar documentation built on July 7, 2021, 1:08 p.m.