estimateComponents: Estimate parameters in hierarchical model

In jfukuyama/adaptiveGPCA: Adaptive Generalized PCA

Estimate parameters in hierarchical model

Description

Estimates the values of r and σ in a model X \sim N(0, σ^2 (r Q + (1 - r)I)).

Usage

estimateComponents(X, Q, Qeig = NULL)

Arguments

X	An n \times p data matrix.
Q	A p \times p matrix giving the prior variance on the rows of X.
Qeig	If the eigendecomposition of Q is already computed, it can be included here.

Value

A list with r and σ.

Examples

data(AntibioticSmall)
estimateComponents(AntibioticSmall$X, AntibioticSmall$Q)

jfukuyama/adaptiveGPCA documentation built on Jan. 10, 2023, 3:22 p.m.