ATM_f | title ash type model for f |
ATM_f_c | title ash type model for f |
ATM_fhd | title ash type model for f |
ATM_l | title ash type model for l |
ATM_l_c | title ash type model for l |
ATM_lhd | title ash type model for l |
ATM_r1 | title ash type model for l |
backfitting | backfitting to correct K-factor model |
Bayes_var | title Bayes variance structure estimation for kronecker... |
change_to_mat | Check to see if a vector and if so, change to a matrix. |
C_likelihood | title conditional likelihood |
diag_mle | MLE of mean zero Kronecker variance model. |
eigen_plot | title eigen plot |
flash | FLASH |
flash_hd | Factor Loading Adaptive Shrinkage (heteroscedasticity... |
flash_r1 | Factor Loading Adaptive Shrinkage (VEM version) |
flash_r1c | Factor Loading Adaptive Shrinkage (non-constant on columns) |
form_mean | Form tensor from a list of matrices of factors. |
form_outer | Forms outer product from a list of vectors. |
Fval | title prior and posterior part in objective function |
get_kth_column | Extract the kth column from a matrix. |
get_kth_tensor | Form the rank-1 tensor from the kth components. |
greedy | Factor Loading Adaptive Shrinkage (K factors version using... |
inital_Bayes_var | title initial value for Bayes variance structure estimation... |
initial_value | inital value for flash |
list_prod | Element-wise multiplication of two lists. |
mle_update_modek | In MLE algorithm for mean zero diagonal Kronecker structured... |
noisy_var | title noisy variance structure estimation |
obj | title objective function in VEM |
one_step_update | title one step update in flash iteration using ash |
replace_factors | Replace the 'k'th columns in the matrices in 'factor_list'... |
rescale_factors | Rescale factors so some don't get too big. |
rescale_sigmae2 | title rescale the lambda_l and lambda_f for identifiablity |
sigmae2_v_est | title empirical sample variance matrix estimation |
sigmaest | title estimate the variance using anova |
sigma_est | title module for estiamtion of the variance structure |
tbackfitting | Perform backfitting starting at output of 'tgreedy'. |
tflash | Tensor Factor Loading Adaptive SHrinkage (T-FLASH). |
tflash_homo | Homoscedastic variance implementation of T-FLASH. |
tflash_kron | Tensor FLASH assuming a diagonal Kronecker structured... |
tgreedy | Iteratively do T-FLASH on the residuals. |
tinit_components | Obtain initial estimates of each mode's components. |
tinit_components_one | Obtain initial estimates of each mode's components. |
tinit_kron_components | Obtain initial estimates of each mode's components. |
tupdate_kron_modek | Update the variational density for the kth mode when assuming... |
tupdate_kron_sig | Update the kth mode diagional Kronecker structured covariance... |
tupdate_modek | Update the mode k variational density. |
tupdate_sig | Update the gamma distribution parameters of the variational... |
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