estimateComponents {adaptiveGPCA}

Estimate parameters in hierarchical model

Description

Estimates the values of r and \sigma in a model X \sim N(0, \sigma^2 (r Q + (1 - r)I)).

Usage

estimateComponents(X, Q, Qeig = NULL)

Arguments

X

An n \times p data matrix.

Q

A p \times p matrix giving the prior variance on the rows of X.

Qeig

If the eigendecomposition of Q is already computed, it can be included here.

Value

A list with r and \sigma.

Examples

data(AntibioticSmall)
estimateComponents(AntibioticSmall$X, AntibioticSmall$Q)