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Gibbs / Metropolis update of the latent normal matrix Z underlying a binary relational matrix Y. Off-diagonal entries are drawn from the dyadic full conditional \(Z_{ij} \mid Z_{ji} \sim N(EZ_{ij} + \rho\, (Z_{ji}-EZ_{ji}),\; 1-\rho^2)\) truncated to the half-line implied by \(Y_{ij}\) (positive when \(Y_{ij}=1\), negative when \(Y_{ij}=0\), unrestricted when \(Y_{ij}\) is missing). A correlated dyad-level Metropolis proposal is then attempted to improve mixing, and the diagonal is refreshed from its unconstrained conditional.

Usage

rZ_bin_fc(Z, EZ, rho, Y)

Arguments

Z

a square matrix, the current value of Z

EZ

expected value of Z

rho

dyadic correlation

Y

square binary relational matrix

Value

a square matrix, the new value of Z

Author

lame authors