fct_weighted_ll

Internal Weighted Log Likelihood Function

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_weighted_ll function

<dl><dt>gamma</dt>
<dd>A posterior matrix</dd></dl>

Arguments

Internal Weighted Log Likelihood Function — fct_weighted_ll

<dl>

<dt>gamma</dt>
<dd>A posterior matrix</dd>

</dl>

fct_weighted_ll: Internal Weighted Log Likelihood Function

Description

Usage

Value

Arguments