Factor Loading Adaptive SHrinkage in R

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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