Gibbs sampling of dynamic U and V with AR(1) evolution

Updates latent factor positions U and V that evolve over time according to an AR(1) process: u_{i,t} = rho * u_{i,t-1} + epsilon_{i,t}

Usage

rUV_dynamic_fc(U, V, ET, rho_uv, sigma_uv, s2, shrink=TRUE, symmetric=FALSE)

Arguments

U

3D array of current U positions (n x R x T)

V

3D array of current V positions (n x R x T)

ET

3D array of residuals (n x n x T)

rho_uv

AR(1) autoregressive parameter for latent positions

sigma_uv

Innovation standard deviation for latent positions

s2

dyadic variance

shrink

whether to apply shrinkage (default TRUE)

symmetric

whether the network is symmetric (default FALSE)

Value

list with updated U and V arrays

Author

Cassy Dorff, Shahryar Minhas, Tosin Salau