Imputation of High-Dimensional Count Data using Side Information
covmat
The cv.lori method performs automatic selection of the regularization ...
The lori method implements a method to analyze and impute incomplete c...
The mi.lori performs M multiple imputations using the lori method. Mul...
The pool.lori method aggregates lori multiple imputation results. Mult...
automatic selection of nuclear norm regularization parameter
Analysis, imputation, and multiple imputation of count data using covariates. LORI uses a log-linear Poisson model where main row and column effects, as well as effects of known covariates and interaction terms can be fitted. The estimation procedure is based on the convex optimization of the Poisson loss penalized by a Lasso type penalty and a nuclear norm. LORI returns estimates of main effects, covariate effects and interactions, as well as an imputed count table. The package also contains a multiple imputation procedure. The methods are described in Robin, Josse, Moulines and Sardy (2019) <arXiv:1703.02296v4>.