Gibbs sampling of U and V

A Gibbs sampler for updating the multiplicative effect matrices U and V

Usage

rUV_fc(Z, U, V, Suv, rho, s2 = 1, offset = 0)

Arguments

Z

n X n normal relational matrix

U

current value of U

V

current value of V

Suv

covariance of (U V)

rho

dyadic correlation

s2

dyadic variance

offset

a matrix of the same dimension as Z. It is assumed that Z-offset is equal to the multiplicative effects plus dyadic noise, so the offset should contain any additive effects (such as Xbeta(X,beta+ outer(a,b,"+") )

Value

U

a new value of U

V

a new value of V

Author

Peter Hoff