A Gibbs sampler for updating the multiplicative effect matrices U and V
in the symmetric case. In this case U%*%t(V) is symmetric, so
this is parameterized as V=U%*%L where L is the
diagonal matrix of eigenvalues of U%*%t(V).
Usage
rUV_sym_fc(E, U, V, s2 = 1, shrink=TRUE)
Value
U
a new value of U
V
a new value of V
Arguments
E
square residual relational matrix
U
current value of U
V
current value of V
s2
dyadic variance
shrink
adaptively shrink the factors with a hierarchical prior