slfm_list: Fitting the SLFM to a group of data matrices within a...

Description Usage Arguments

Description

This function is used to fit the Bayesian Sparse Latent Factor Model to all numeric matrices located in a directory.

Usage

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slfm_list(path = ".", recursive = TRUE, a = 2.1, b = 1.1,
  gamma_a = 1, gamma_b = 1, omega_0 = 0.01, omega_1 = 10,
  sample = 1000, burnin = round(0.25 * sample), lag = 1,
  degenerate = FALSE)

Arguments

path

path to the directory where the target data matrices are located.

recursive

logical argument (default = TRUE) indicating whether the function should look recursively inside folders.

a

positive shape parameter of the Inverse Gamma prior distribution (default = 2.1).

b

positive scale parameter of the Inverse Gamma prior distribution (default = 1.1).

gamma_a

positive 1st shape parameter of the Beta prior distribution (default = 1).

gamma_b

positive 2nd shape parameter of the Beta prior distribution (default = 1).

omega_0

prior variance of the spike mixture component (default = 0.01).

omega_1

prior variance of the slab mixture component (default = 10).

sample

sample size to be considered for inference after the burn in period (default = 1000).

burnin

size of the burn in period in the MCMC algorithm (default = sample/4).

lag

lag to build the chains based on spaced draws from the Gibbs sampler (default = 1).

degenerate

logical argument (default = FALSE) indicating whether to use the degenerate version of the mixture prior for the factor loadings.


jdanielnd/slfm documentation built on June 5, 2019, 8:47 p.m.