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Tsphere (version 1.0)

MNloglike: Penalized Matrix-variate normal log-likelihood.

Description

Penalized Matrix-variate normal log-likelihood.

Usage

MNloglike(x, M, Sig, Delt, rhor, rhoc, qr = 2, qc = 2,  Sigi = NULL, 
Delti = NULL)

Arguments

x
Data matrix.
M
Mean matrix.
Sig
Row covariance matrix.
Delt
Column covariance matrix.
rhor
Row regularization parameter.
rhoc
Column regularization parameter.
qr
Row regularization norm. Either 1 or 2.
qc
Column regularization norm. Either 1 or 2.
Sigi
Row precision matrix. (optional).
Delti
Column precision matrix. (optional).

Value

  • valueLog-likelihood.

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

covTranspose11