CFM (version 0.8.0)

incremental_censored_factor_model: Incremental Censored Factor Model

Description

Implementation of incremental censored factor model for streaming data with left-censored observations. Processes data in batches.

Usage

incremental_censored_factor_model(
  batch_data,
  m,
  max_iter = 100,
  tol = 1e-04,
  nugget = 1e-06
)

Value

A list containing model results

Arguments

batch_data

List of data matrices (batches)

m

Number of factors

max_iter

Maximum number of ECM iterations (default: 100)

tol

Convergence tolerance (default: 1e-4)

nugget

Numerical stability term (default: 1e-6)