Description Usage Arguments Details Value
factor loading adaptive shrinkage rank one version
1 2 3 4 |
Y |
the data matrix |
tol |
is for the tolerence for convergence in iterations and ash |
partype |
parameter type for the variance, "constant" for constant variance, "var_col" for nonconstant variance for column, "known" for the kown variance, "Bayes_var" for Bayes version of the nonconstant variance for row and column "loganova" is anova estiamtion for the log residual square |
sigmae2_true |
true value for the variance structure |
factor_value |
is the factor value if the factor is fixed |
fix_factor |
whether the factor is fixed or not TRUE for fix_factor FALSE for non-constraint |
nonnegative |
if the facotor and loading are nonnegative or not. TRUE for nonnegative FALSE for no constraint |
objtype |
objective function type, "margin_lik" for conditional likelihood, "lowerbound_lik" for full objective function |
ash_para |
is the parameters list for ash |
fl_list |
is a list containing all the informations from other factors ans loadings l is loadings, f is factors, l2 and f2 are corresponding second moments. priorpost_vec is expectation of log piropost ratio clik is conditional likelihood (marginal likelihood) |
maciter_r1 |
is maximum of the iteration times for rank one case |
flash privide rank one matrix decomposition with variational EM algorithm.
list of factor, loading and variance of noise matrix
El
is a N vector for mean of loadings
Ef
is a N vector for mean of factors
sigmae2
is a N by P matrix for estimated value for the variance structure
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