flash: FLASH

Description Usage Arguments Details Value

Description

factor loading adaptive shrinkage rank one version

Usage

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flash(Y, tol = 1e-05, maxiter_r1 = 500, partype = c("constant", "known",
  "Bayes_var", "var_col", "noisy"), sigmae2_true = NA, factor_value = NA,
  fix_factor = FALSE, nonnegative = FALSE, objtype = c("margin_lik",
  "lowerbound_lik"), ash_para = list(), fl_list = list())

Arguments

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

Details

flash privide rank one matrix decomposition with variational EM algorithm.

Value

list of factor, loading and variance of noise matrix


kkdey/flashr documentation built on May 20, 2019, 10:36 a.m.