rUV_sym_fc {amen} | R Documentation |
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)
.
rUV_sym_fc(E, U, V, s2 = 1, shrink=TRUE)
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 |
U |
a new value of U |
V |
a new value of V |
Peter Hoff
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