rUV_sym_fc: Gibbs sampling of U and V

In pdhoff/amen: Additive and Multiplicative Effects Models for Networks and Relational Data

Description

A Gibbs sampler for updating the multiplicative effect matrices U and V in the symmetric case. In this case U%*%t(V) is symmetric, so this is parameterized as V=U%*%L where L is the diagonal matrix of eigenvalues of U%*%t(V).

Usage

rUV_sym_fc(E, U, V, s2 = 1, shrink=TRUE)

Arguments

E	square residual relational matrix
U	current value of U
V	current value of V
s2	dyadic variance
shrink	adaptively shrink the factors with a hierarchical prior

Value

U	a new value of U
V	a new value of V

Author(s)

Peter Hoff

Examples

U0<-matrix(rnorm(30,2),30,2) ; V0<-U0%*%diag(c(3,-2)) 
E<- U0%*%t(V0) + matrix(rnorm(30^2),30,30) 
rUV_sym_fc 

pdhoff/amen documentation built on Dec. 21, 2020, 6:10 a.m.