R/flash_conv_crit_fns.R
flash_conv_crit_max_chg.Rd
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)
The flash_fit
object from the current iteration.
The flash_fit
object from the previous iteration.
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.
A scalar, which is compared against the tolerance parameter
tol
to determine whether a fit has converged.