fct_log_lik

internal

Mixed, low-rank, and sparse multivariate regression ('mixedLSR') provides tools for performing mixture regression when
the coefficient matrix is low-rank and sparse. 'mixedLSR' allows subgroup identification by alternating optimization
with simulated annealing to encourage global optimum convergence. This method is data-adaptive, automatically
performing parameter selection to identify low-rank substructures in the coefficient matrix.

Alexander White

mixedLSR

Mixed, Low-Rank, and Sparse Multivariate Regression on
High-Dimensional Data

Sha Cao

Yi Zhao

Chi Zhang

fct_log_lik function

<dl><dt>mu_mat</dt>
<dd>The mean matrix.</dd>
<dt>sig_vec</dt>
<dd>A vector of sigma.</dd>
<dt>y</dt>
<dd>The output matrix.</dd>
<dt>N</dt>
<dd>The sample size.</dd>
<dt>m</dt>
<dd>The number of y features.</dd></dl>

Arguments

Internal Log-Likelihood Function — fct_log_lik

<dl>

<dt>mu_mat</dt>
<dd>The mean matrix.</dd>


<dt>sig_vec</dt>
<dd>A vector of sigma.</dd>


<dt>y</dt>
<dd>The output matrix.</dd>


<dt>N</dt>
<dd>The sample size.</dd>


<dt>m</dt>
<dd>The number of y features.</dd>

</dl>

Internal Log-Likelihood Function

fct_log_lik: Internal Log-Likelihood Function

Description

Usage

Value

Arguments