mleLR: Maximum Likelihood Estimate for multinomial logit-normal model
Description
Returns the maximum likelihood estimates of multinomial logit-normal model
parameters given a count-compositional dataset. The MLE procedure is based on the
multinomial logit-Normal distribution, using the EM algorithm from Hoff (2003).
The additive log-ratio of y (v); maximum likelihood estimates of
mu, Sigma, and Sigma.inv;
the log-likelihood (log.lik); the EBIC (extended Bayesian information criterion)
of the log-likelihood of the multinomial logit-Normal model with the
graphical lasso penalty (ebic); degrees of freedom of the Sigma.inv
matrix (df).
Arguments
y
Matrix of counts; samples are rows and features are columns.
max.iter
Maximum number of iterations
max.iter.nr
Maximum number of Newton-Raphson iterations
tol
Stopping rule
tol.nr
Stopping rule for the Newton-Raphson algorithm
lambda.gl
Penalization parameter lambda, for the graphical lasso penalty. Controls
the sparsity of Sigma
gamma
Gamma value for EBIC calculation of the log-likelihood