rUV_sym_fc function

Gibbs sampling of U and V

A Gibbs sampler for updating the multiplicative effect matrices U and V in the symmetric case. In this case U%*%t(V) is symmetric, so this is parameterized as V=U%*%L where L is the diagonal matrix of eigenvalues of U%*%t(V).

rUV_sym_fc(E, U, V, s2 = 1, shrink=TRUE)

Arguments

• E: square residual relational matrix
• U: current value of U
• V: current value of V
• s2: dyadic variance
• shrink: adaptively shrink the factors with a hierarchical prior

Returns

• U: a new value of U - V: a new value of V

Examples

U0<-matrix(rnorm(30,2),30,2) ; V0<-U0%*%diag(c(3,-2)) 
E<- U0%*%t(V0) + matrix(rnorm(30^2),30,30) 
rUV_sym_fc

Author(s)

Peter Hoff