tflash: Tensor Factor Loading Adaptive SHrinkage (T-FLASH).

Description Usage Arguments Author(s)

Description

Fits a rank-1 tensor mean model with a homoscedastic error term. It does this via a variational Bayesian approach with a unimodal prior on the components of the mean tensor.

Usage

1
2
3
4
5
tflash(Y, var_type = c("homoscedastic", "kronecker"), tol = 10^-5,
  itermax = 100, alpha = 0, beta = 0, mixcompdist = "normal",
  sig_start_itermax = 10, nullweight = 10, print_update = FALSE,
  start = c("first_sv", "random"), known_factors = NULL,
  known_modes = NULL, homo_modes = NULL)

Arguments

Y

An array of numerics. The data.

var_type

A string. What variance model should we assume? Options are homoscedastic noise ("homoscedastic") or Kronecker structured variance (kronecker).

tol

A positive numeric. The stopping criterion for the VEM.

itermax

A positive integer. The maximum number of iterations to run the VEM

alpha

A non-negative numeric. The prior shape parameter for the variance. Defaults to zero.

beta

A non-negative numeric. The prior rate parameter for the variance. Defaults to zero.

mixcompdist

The mixing distribution to assume. Defaults to normal. Options are those available in the ashr package.

sig_start_itermax

A positive integer. The number of iterations to run in initializing the precision before starting the VEM. Defaults to 10.

nullweight

A numeric greater than or equal to 1. The penalty term on the probability of zero.

print_update

A logical. Should we print notifications on how far along the optimization is?

start

How should we choose the starting values? Either using the first singular vector along each mode ("first_sv") or randomly ("random").

known_factors

A list of known factors for the modes indicated in known_modes. Defaults to NULL, where all factors are assumed to be unknown.

known_modes

A vector of integers. The modes that are known. Should be the same length as known_factors.

homo_modes

A vector of integers. If var_type = "kronecker" then homo_modes indicates which modes are assumed to be homoscedastic.

Author(s)

David Gerard


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