COBS

R code, functions, and data for the paper "Covariate-driven factorization by thresholding for multi-blick data" by Xing Gao, Sungwon Lee, Gen Li, and Sungkyu Jung

Main functions to apply COBS

In routines folder - all functions required to run COBS

bisect.dec.R - function to find the root for the optimization problem of v

COBS function in r.R - wrapper of functions for simulation results evaluation

cobs.R - wrapper for COBS function with fixed tuning parameter

cobs.tune.R - wrapper for COBS function with BIC

get.initial.R - function to get the initial value v_0 for the iteration

Sigma.est.R - functions to estimate sigma_e^2 and sigma_f^2 for the error terms in the rank-one model

Sigmas_Full.R - function to estimate sigma_0^2 and the diagonal values in Sigma_F for the full model

summary.cobs.r - function to summary the results after applying cobs.R or cobs.tune.R

update.b.R - function to update b in each iteration

update.v.R - function to update v in each iteration

Code for simulation comparisons

Sims_COBS.R - code for simulation analysis using COBS

Sims_OtherMethods1.R - code for simulation analysis using SVD, AJIVE, SupSVD

Sims_OtherMethods2.R - code for simulation analysis using SLIDE, GFA, RRR/SRRR, SPCA

Sims_SIFA.m - matlab code to run simulation analysis using SIFA

Code for real data applications - using breast cancer data (BRCA)

BRCA_data_testing.R - code to run analysis using BRCA data with testing and training data sets for COBS, SLIDE, GFA, AJIVE, SupSVD, SIFA

BRCA_data.R - code to run analysis with full BRCA data sets for COBS

Read_BRCA.R - code to read the ready-to-use BRCA data

In BRCA folder

BRCA_Data_COBS.Rdata - the ready-to-use BRCA data with n=770, p=600 (200 genes in each group)

Other relevant code to the paper and web appendix

Toy Data.R - code to generate and to visualize the toy data example

Data Sim_Small_Sample.R - code to generate simulation data for high dimension, small sample cases

Data Sim_Large_Sample.R - code to generate simulation data for low dimension, large sample cases

Melanoma_data.R - code to run image-feature analysis using COBS, SLIDE, GFA, AJIVE, SupSVD, SIFA

Melanoma folder - image-feature data sets

OtherMethods folder - code/functions for SLIDE and SIFA, downloaded from the authors webpage