An alternative objective function that can be used to determine convergence when fitting a flash object. Calculates the maximum (absolute) change over all (posterior expected values for) loadings \(\ell_{ik}\) and factors \(f_{jk}\). At each iteration, the loadings vectors \(\ell_{\cdot 1}, \ldots, \ell_{\cdot K}\) and factors \(f_{\cdot 1}, \ldots, f_{\cdot K}\) are \(L^2\)-normalized.

flash_conv_crit_max_chg(curr, prev, k)

Arguments

curr

The flash_fit object from the current iteration.

prev

The flash_fit object from the previous iteration.

k

Only used during sequential backfits (that is, calls to flash_backfit where extrapolate = FALSE). It then takes the index of the factor/loadings pair currently being optimized.

Value

A scalar, which is compared against the tolerance parameter tol to determine whether a fit has converged.