ct_impute: confidence intervals for Gaussian copula imputation
In udellgroup/mixedgcImp: Missing value imputation for mixed data through Gaussian copula
ct_impute R Documentation
confidence intervals for Gaussian copula imputation
Description
Construct confidence intervals for imputation from Gaussian copula, only applied to real-valued/continuous matrices.
Usage
ct_impute(X, fit, alpha = 0.95)
Arguments
X
The original incomplete observation
fit
The returned object from impute_mixedgc_ppca
alpha
The significance level
Value
A list containing two matrices upper and lower with the same size of X
upperUpper bound of the constructed interval at missing location, NA as observed location.
lowerLower bound of the constructed interval at missing location, NA as observed location.
Author(s)
Yuxuan Zhao, yz2295@cornell.edu and Madeleine Udell, udell@cornell.edu
References
Zhao, Y., & Udell, M. (2020). Matrix Completion with Quantified Uncertainty through Low Rank Gaussian Copula. arXiv preprint arXiv:2006.10829.
udellgroup/mixedgcImp documentation built on Jan. 25, 2023, 7:55 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| ct_impute | R Documentation |
confidence intervals for Gaussian copula imputation
Description
Construct confidence intervals for imputation from Gaussian copula, only applied to real-valued/continuous matrices.
Usage
ct_impute(X, fit, alpha = 0.95)
Arguments
X |
The original incomplete observation |
fit |
The returned object from impute_mixedgc_ppca |
alpha |
The significance level |
Value
A list containing two matrices upper and lower with the same size of X
upperUpper bound of the constructed interval at missing location,
NAas observed location.lowerLower bound of the constructed interval at missing location,
NAas observed location.
Author(s)
Yuxuan Zhao, yz2295@cornell.edu and Madeleine Udell, udell@cornell.edu
References
Zhao, Y., & Udell, M. (2020). Matrix Completion with Quantified Uncertainty through Low Rank Gaussian Copula. arXiv preprint arXiv:2006.10829.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.