rUV_sym_fc {amen}

Gibbs sampling of U and V

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