qmle_ruv2: Quasi-mle when first 'vr' rows of 'Y' have variances which...

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

Description

Quasi-mle when first vr rows of Y have variances which differ by a scale factor from the rest of the rows.

Usage

qmle_ruv2(Y, r, vr, tol = 10^-3, maxit = 1000)

Arguments

Y	A matrix of numerics. The data.
r	the rank.
vr	The number of the first few rows whose variances differ by a multiplicative factor.
tol	The function tolerance for stopping. A positive numeric.
maxit	The maximum number of iterations to run.

Value

alpha A matrix of the estimated factor loadings.

Z A matrix of the estimated factors.

sig_diag A vector of the estimated column-wise variances.

lambda A numeric scalar of the estimated variance inflation parameter.

Author(s)

David Gerard

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