CI_mc {dbMC} R Documentation

compute the confidence intervals (CIs) from the de-biased estimator

Description

This function returns a CI for an entries of interest with a significant level alpha

Usage

CI_mc(i, j, alpha = 0.05, missfrac, X.db, est_rank, sigma2 = 1)


Arguments

 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.

Value

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.

References

Chen et al (2019). Inference and uncertainty quantification for noisy matrix completion. PNAS, 116(46), 22931-22937.

[Package dbMC version 1.0.0 Index]