Description Usage Arguments Value Author(s)
This one will iterate through a grid of lambdas and choose the one with the highest likelihood.
1 2 3 4 5 6 7 8 9 10 11 | qmle_ruv2_lambda_grid(
Y,
r,
vr,
gridsize = 20,
gridlow = 1,
gridhigh = 10,
tol = 10^-3,
maxit = 1000,
plot_llike = FALSE
)
|
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. |
gridsize |
A positive integer. The size of the grid for the variance inflation parameter. |
gridlow |
A positive numeric. The minimum variance inflation parameter to try out. |
gridhigh |
A positive numeric. The maximum variance inflation parameter to try out. |
tol |
The function tolerance for stopping. A positive numeric. |
maxit |
The maximum number of iterations to run. |
plot_llike |
A logical. Should I plot the profiled log-likelihood? |
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.
David Gerard
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