Description Usage Arguments Author(s) See Also
A faster version of em_miss_obj.
1 | em_miss_obj_fast(alpha_sigma, Y21, Y31, Y32, k)
|
alpha_sigma |
A vector. The first k * p elements are the vectorization of alpha. The last elements are sig_diag. |
Y21 |
The top left matrix. |
Y31 |
The bottom left matrix. |
Y32 |
The bottom right matrix. |
k |
The rank of the mean. |
David Gerard
em_miss_fix_fast
for a fixed point iteration
that will maximize this function. em_miss_obj
for
the slower version of this function.
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