update_OmegaINV_Cxx {fabMix}

Gibbs sampling for \Omega^{-1} for Cxx model

Description

Gibbs sampling for \Omega^{-1} for Cxx model

Usage

update_OmegaINV_Cxx(Lambda, K, g, h)

Arguments

Lambda

Factor loadings, in the form of K\times p\times q matrix, under the restriction that all components share the factor loadings.

K

Number of components

g

Prior parameter

h

Prior parameter

Value

q\times q matrix \Omega^{-1}

Author(s)

Panagiotis Papastamoulis

Examples

library('fabMix')
# simulate some data
n = 8                # sample size
p = 5                # number of variables
q = 2                # number of factors
K = 2                # true number of clusters
sINV_diag = 1/((1:p))    # diagonal of inverse variance of errors
set.seed(100)
syntheticDataset <- simData(sameLambda=TRUE,K.true = K, n = n, q = q, p = p, 
                        sINV_values = sINV_diag)
SigmaINV <- array(data = 0, dim = c(K,p,p))
for(k in 1:K){
        diag(SigmaINV[k,,]) <- 1/diag(syntheticDataset$variance) + rgamma(p, shape=1, rate = 1)
}

# Use the real values as input and simulate allocations.
# Mmake sure that in this case Lambda[k,,] is the same  
# for all k = 1,..., K
update_OmegaINV_Cxx(Lambda = syntheticDataset$factorLoadings, 
        K = K, g=0.5, h = 0.5)