compute_loading_expectation: Compute Loading Expectation

In jpmeagher/vbar: Variational Bayes Ancestral Reconstruction

Compute Loading Expectation

Description

Compute the expectation of the PLVM loading under the approximate posterior.

Usage

compute_loading_expectation(
  current_loading_expectation,
  loading_row_precision,
  auxiliary_traits,
  latent_trait_expectation,
  precision_vector,
  ard_precision,
  scaled_conditional_row_variance_vector,
  loading_row_conditional_mean_weight,
  perform_checks = TRUE
)

Arguments

current_loading_expectation	A D'xL matrix of real values. The Loading Expectation under the previous approximate posterior.
loading_row_precision	A LxLxD' array. The precision of each row of the loading matrix under the approximate posterior distribution.
auxiliary_traits	An NxD' matrix of real numbers. The auxiliary traits.
latent_trait_expectation	An NxL matrix of real values. The expected individual specific latent traits.
precision_vector	A D'-dimensional vector of positive real values. The precision associated with each auxiliary trait,
ard_precision	An L-dimensional vector of real numbers. The initial ARD precision hyper-parameters on the loadings.
scaled_conditional_row_variance_vector	A D'-dimensional vector of positive real values. The variance of the loading in each row conditioned on the loading at every other row before allowing for the ARD precision hyper-parameter.
loading_row_conditional_mean_weight	A D'x(D'-1) matrix of positive real numbers. The weight of the remaining loading matrix in the conditional mean of each row in the loading matrix.
perform_checks	Logical. Check if function inputs are specified correctly.

Value

A D'xL matrix of real values. The Loading expectation under the approximate posterior distribution.

jpmeagher/vbar documentation built on Nov. 22, 2022, 5:48 a.m.