tupdate_sig: Update the gamma distribution parameters of the variational...

In kkdey/flashr: Factor Loading Adaptive SHrinkage in R

Description

Update the gamma distribution parameters of the variational distribution of the precision sig.

Usage

tupdate_sig(ssY_obs, Y, ex_list, ex2_vec, beta, esig, which_na = NULL)

Arguments

ssY_obs	A positive numeric. The sum of squares of the data array Y.
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_vec	A vector of positive numerics. The expected value of x'x for each mode.
beta	The prior rate parameter.
esig	A positive numeric. The variational expectation of the variance.
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

delta_new The updated rate parameter of the variational distribution of the precision.

Author(s)

David Gerard

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