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SpaCCr (version 0.1.0)

SpaCC: Base function for computing SpaCC solution for single regularization value.

Description

Base function for computing SpaCC solution for single regularization value.

Usage

SpaCC(X, w, gamma, nu, verbose, tol, maxiter, Uinit, Vinit, Laminit)

Arguments

X
A subject (n) by probe (p) data matrix
w
A vector weights for adjacent probes. Should have length nprobes -1
gamma
A scalar value for the regularization parameter
nu
A scalar value for the step size in AMA algorithm
verbose
Logical value whether progress should be printed
tol
A scalar value for convergence tolerance.
maxiter
Maximum number of iterations
Uinit
A matrix used for warm starts with U
Vinit
A matrix used for warm start with V
Laminit
A matrix used for warm starts with Lam

Value

An RcppArmadillo field object. Has three components, each holds the U,V, and Lam matrix for the current regularization