Replaces the nested R loops for bipartite dynamic_uv in lame.R.
Uses direct 2x2 inverse formula for common R=2 case.
Usage
rUV_dynamic_bip_fc_cpp(U_cube, V_cube, E, G, rho_uv, sigma_uv, s2)
Arguments
- U_cube
3D array (nA x RA x T)
- V_cube
3D array (nB x RB x T)
- E
3D array of residuals (nA x nB x T)
- G
Interaction matrix (RA x RB)
- rho_uv
AR(1) persistence parameter
- sigma_uv
Innovation standard deviation
- s2
Dyadic variance
Value
List with updated U_cube, V_cube