Select the number of factors

Select the number of factors using maximum singular value ratio based method

MSVR(
  XList,
  Z,
  types,
  numvarmat,
  Alist = NULL,
  q_max = 20,
  threshold = 1e-05,
  ...
)

Arguments

XList

a list consisting of multiple matrices in which each matrix has the same type of values, i.e., continuous, or count, or binomial/binary values.

Z

a matrix, the fixed-dimensional covariate matrix with control variables.

types

a string vector, specify the variable type in each matrix in XList;

numvarmat

a length(types)-by-d matrix, specify the number of variables in modalities that belong to the same type.

Alist

an optional vector, the offset for each unit; default as full-zero vector.

q_max

an optional string, specify the maximum number of factors; default as 20.

threshold

an optional positive value, a cutoff to filter the singular values that are smaller than it.

...

other arguments passed to CMGFM

Value

return the estimated number of factors.

Details

None

References

None

See also

None

Examples

pveclist <- list('gaussian'=c(50, 150),'poisson'=c(50, 150),
   'binomial'=c(100,60))
q <- 6
sigmavec <- rep(1,3)
pvec <- unlist(pveclist)
datlist <- gendata_cmgfm(pveclist = pveclist, seed = 1, n = 300,d = 3,
                         q = q, rho = rep(1,length(pveclist)), rho_z=0.2,
                         sigmavec=sigmavec, sigma_eps=1)
XList <- datlist$XList
Z <- datlist$Z
numvarmat <- datlist$numvarmat
types <- datlist$types
hq <- MSVR(XList, Z, types=types, numvarmat, q_max=20)
#> iter = 2, ELBO= 1996035.418069, dELBO=1.000000 
#> iter = 3, ELBO= 2008870.627112, dELBO=0.006430 
#> iter = 4, ELBO= 2013435.994552, dELBO=0.002273 
#> iter = 5, ELBO= 2015986.306571, dELBO=0.001267 
#> iter = 6, ELBO= 2017732.464040, dELBO=0.000866 
#> iter = 7, ELBO= 2019070.948777, dELBO=0.000663 
#> iter = 8, ELBO= 2020159.327339, dELBO=0.000539 
#> iter = 9, ELBO= 2021075.261893, dELBO=0.000453 
#> iter = 10, ELBO= 2021863.407028, dELBO=0.000390 
#> iter = 11, ELBO= 2022552.577602, dELBO=0.000341 
#> iter = 12, ELBO= 2023162.854223, dELBO=0.000302 
#> iter = 13, ELBO= 2023708.971291, dELBO=0.000270 
#> iter = 14, ELBO= 2024202.148759, dELBO=0.000244 
#> iter = 15, ELBO= 2024651.190246, dELBO=0.000222 
#> iter = 16, ELBO= 2025063.193194, dELBO=0.000203 
#> iter = 17, ELBO= 2025444.035769, dELBO=0.000188 
#> iter = 18, ELBO= 2025798.729539, dELBO=0.000175 
#> iter = 19, ELBO= 2026131.690543, dELBO=0.000164 
#> iter = 20, ELBO= 2026446.958984, dELBO=0.000156 
#> iter = 21, ELBO= 2026748.373341, dELBO=0.000149 
#> iter = 22, ELBO= 2027039.650960, dELBO=0.000144 
#> iter = 23, ELBO= 2027324.175770, dELBO=0.000140 
#> iter = 24, ELBO= 2027603.928624, dELBO=0.000138 
#> iter = 25, ELBO= 2027876.759301, dELBO=0.000135 
#> iter = 26, ELBO= 2028134.184483, dELBO=0.000127 
#> iter = 27, ELBO= 2028368.464175, dELBO=0.000116 
#> iter = 28, ELBO= 2028582.168070, dELBO=0.000105 
#> iter = 29, ELBO= 2028781.477125, dELBO=0.000098 
#> iter = 30, ELBO= 2028969.583657, dELBO=0.000093 

print(c(q_true=q, q_est=hq))
#> q_true  q_est 
#>      6      6