CI_mc {dbMC} | R Documentation |
This function returns a CI for an entries of interest with a significant level alpha
CI_mc(i, j, alpha = 0.05, missfrac, X.db, est_rank, sigma2 = 1)
i |
the row index of the interest entry X_i,j |
j |
the row index of the interest entry X_i,j |
alpha |
confidence level, default is 0.05 |
missfrac |
the missing proportion in the underlying matrix. It is the total of missing entries over total entries. |
X.db |
the de-biased estimated matrix from the 'dbmc' function. |
est_rank |
the (estimated) low-rank of the underlying matrix or the rank of the de-biased estimator. |
sigma2 |
the noise-variance level. |
CI confidence interval.
(i,j) the location of the entry at i-th row and j-th column.
v.ij the estimated variance of the limiting Gaussian distribution.
Chen et al (2019). Inference and uncertainty quantification for noisy matrix completion. PNAS, 116(46), 22931-22937.