fct_pi_vec

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_pi_vec function

<dl><dt>clust_assign</dt>
<dd>The current clustering assignment.</dd>
<dt>k</dt>
<dd>The number of groups.</dd>
<dt>N</dt>
<dd>The sample size.</dd></dl>

Arguments

Internal Pi Function — fct_pi_vec

<dl>

<dt>clust_assign</dt>
<dd>The current clustering assignment.</dd>


<dt>k</dt>
<dd>The number of groups.</dd>


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

</dl>

Internal Pi Function

fct_pi_vec: Internal Pi Function

Description

Usage

Value

Arguments