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Tsphere (version 1.0)

ACE: Alternating Conditional Expectations

Description

Predicts values for scattered missing elements according to the matrix-variate normal distribution. Internal use.

Usage

ACE(x, sig, delt, sigi, delti, M, thr = 1e-04, maxit = 1000)

Arguments

x
Data matrix with scattered missing values. Missing values should be denoted with "NA".
sig
Row covariance matrix.
delt
Column covariance matrix.
sigi
Row precision matrix.
delti
Column precision matrix.
M
Mean matrix.
thr
Convergence threshold.
maxit
Maximum number of iterations.

Value

  • xMatrix of predicted values.
  • iterNumber of iterations until convergence.

Details

For internal use.

References

G. I. Allen and R. Tibshirani, "Transposable regularized covariance models with an application to missing data imputation", Annals of Applied Statistics, 4:2, 764-790, 2010.

See Also

CVcov