Nothing
pumaPCAUpdateW <- function
(
model
, expectations
, varY
, Y
)
{
dataDim <- dim(Y)[2]
numData <- dim(Y)[1]
latentDim <- dim(expectations@x)[2]
H <- matrix(0,dataDim, latentDim)
L <- array(0, c(latentDim, latentDim, dataDim))
W <- matrix(0,dataDim, latentDim)
## print(sprintf("Time before ifor : %s\n", date()))
for (i in 1:numData)
{
H <- H + matrix(
1 /
( model@sigma ^ 2 + varY[i,] ) *
(Y[i,] - model@mu)
) %*%
expectations@x[i,]
for (j in 1:dataDim)
{
L[,,j] <- L[,,j] + (1/(model@sigma^2 + varY[i, j])) *
expectations@xxT[,,i]
}
}
## print(sprintf('Time before sum : %s\n', date()))
for (j in 1:dataDim)
{
W[j,] <- solve(L[,,j],H[j,])
}
W
}
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