tupdate_kron_sig: Update the kth mode diagional Kronecker structured covariance...

In kkdey/flashr: Factor Loading Adaptive SHrinkage in R

Description

Update the kth mode diagional Kronecker structured covariance matrix.

Usage

tupdate_kron_sig(Y, ex_list, ex2_list, esig_list, k, beta = 0,
  which_na = NULL)

Arguments

Y	An array of numerics. The data array.
ex_list	A list of vectors of numerics. The expected values of the components of each mode.
ex2_list	A list of of vectors of positive numerics. The variational second moments of the components.
esig_list	A list of vectors of positive numerics. The expected variances.
k	A positive integer. The current mode to update.
beta	A non-negative vector of numerics. Prior rate parameters for the mode-k variances.
which_na	Either NULL (when complete data) or an array of logicals the same dimension as Y, indicating if the observation is missing (TRUE) or observed (FALSE).

Value

post_rate The variational posterior rate parameter.

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