Gibbs sampling of U and V

Source: R/rUV_rep_fc.R

A Gibbs sampler for updating the multiplicative effect matrices U and V, assuming they are the same across replicates.

rUV_rep_fc(E.T,U,V,rho,s2=1,shrink=TRUE)

Arguments

E.T

Array of square residual relational matrix series with additive effects and covariates subtracted out. The third dimension of the array is for different replicates. Each slice of the array according to the third dimension is a square residual relational matrix.
U

current value of U
V

current value of V
rho

dyadic correlation
s2

dyadic variance
shrink

adaptively shrink the factors with a hierarchical prior

Value

U

a new value of U

V

a new value of V

Author

Peter Hoff, Yanjun He