rUL_fc {eigenmodel}

Sample UL from its full conditional distribution

Description

Samples the components of a reduced rank approximating matrix from their full conditional distributions

Usage

rUL_fc(E = Z - XB(X, b))

Arguments

E

an n x n symmetric matrix to be modeled with a reduced rank matrix

Value

A list with the following components:

U

an n x r matrix of eigenvectors

L

an r x r diagonal matrix of eigenvalues

Author(s)

Peter Hoff