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.
thr
Convergence threshold.
maxit
Maximum number of iterations.
Value
- xMatrix of predicted values.
- iterNumber of iterations until convergence.
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.