RR_COAP {COAP} | R Documentation |
Fit the COAP model
Description
Fit the covariate-augmented overdispersed Poisson factor model
Usage
RR_COAP(
X_count,
multiFac = rep(1, nrow(X_count)),
Z = matrix(1, nrow(X_count), 1),
rank_use = 5,
q = 15,
epsELBO = 1e-05,
maxIter = 30,
verbose = TRUE,
joint_opt_beta = FALSE,
fast_svd = TRUE
)
Arguments
X_count |
a count matrix, the observed count matrix. |
multiFac |
an optional vector, the normalization factor for each unit; default as full-one vector. |
Z |
an optional matrix, the covariate matrix; default as a full-one column vector if there is no additional covariates. |
rank_use |
an optional integer, specify the rank of the regression coefficient matrix; default as 5. |
q |
an optional string, specify the number of factors; default as 15. |
epsELBO |
an optional positive vlaue, tolerance of relative variation rate of the envidence lower bound value, defualt as '1e-5'. |
maxIter |
the maximum iteration of the VEM algorithm. The default is 30. |
verbose |
a logical value, whether output the information in iteration. |
joint_opt_beta |
a logical value, whether use the joint optimization method to update bbeta. The default is |
fast_svd |
a logical value, whether use the fast SVD algorithm in the update of bbeta; default is |
Details
None
Value
return a list including the following components: (1) H, the predicted factor matrix; (2) B, the estimated loading matrix; (3) bbeta, the estimated low-rank large coefficient matrix; (4) invLambda, the inverse of the estimated variances of error; (5) H0, the factor matrix; (6) ELBO: the ELBO value when algorithm stops; (7) ELBO_seq: the sequence of ELBO values.
References
Liu, W. and Q. Zhong (2024). High-dimensional covariate-augmented overdispersed poisson factor model. arXiv preprint arXiv:2402.15071.
See Also
None
Examples
n <- 300; p <- 100
d <- 20; q <- 6; r <- 3
datlist <- gendata_simu(n=n, p=p, d=20, q=q, rank0=r)
str(datlist)
fitlist <- RR_COAP(X_count=datlist$X, Z = datlist$Z, q=6, rank_use=3)
str(fitlist)