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28 changes: 27 additions & 1 deletion R/flash_init.R
Original file line number Diff line number Diff line change
Expand Up @@ -18,12 +18,38 @@
#' matrix is not square, then \code{S_dim} should be left unspecified
#' (\code{NULL}).
#'
#' @param Y2 Optionally, users can supply a scalar \code{Y2} \eqn{=\sum_{i,j} y_{ij}^2},
#' where \eqn{Y} is a data matrix for \code{data}. \code{Y2} is needed to
#' estimate the residual variance parameters \eqn{s_{ij}^2} when \code{var_type}
#' is set to 0. This can be particularly useful when \eqn{Y} has a low-rank
#' matrix representation, e.g., \eqn{Y = \frac{1}{p}XX'}, where \eqn{X} is a
#' \eqn{n \times p} sparse matrix and \eqn{p} is much smaller than \eqn{n}.
#' In this case, users can directly supply \code{Y2} which can be calculated
#' using the summed squared values of \eqn{\frac{1}{p}X'X} (see the example below),
#' rather than having \code{flashier} compute \code{Y2}, which involves explicitly
#' forming the \eqn{n \times n} dense matrix \eqn{Y} and can be much slower and
#' even cause memory issues.
#'
#' @return An initialized \code{\link{flash}} object (with no factors).
#'
#' @examples
#' # Create \eqn{n \times p} sparse matrix \eqn{X}, where \eqn{p} is much smaller than \eqn{n}.
#' X <- Matrix::Matrix(rbinom(1e8, 1, 0.1), ncol = 1e3, sparse = TRUE)
#'
#' # Provide a low-rank matrix representation for the input \code{data}.
#' dat <- list(U = X, D = rep(1 / ncol(X), ncol(X)), V = X)
#'
#' # Calculate \code{Y2} externally and supply it to \code{flash_init}.
#' Y2_val <- sum((Matrix::crossprod(X) / ncol(X))^2)
#' fit.init <- flash_init(dat, var_type = 0, Y2 = Y2_val)
#'
#' @export
#'
flash_init <- function(data, S = NULL, var_type = 0L, S_dim = NULL) {
flash_init <- function(data, S = NULL, var_type = 0L, S_dim = NULL, Y2 = NULL) {
flash <- set.flash.data(data, S = S, S.dim = S_dim, var.type = var_type)
if(!is.null(Y2)) {
flash <- set.Y2(flash, Y2)
}

if (is.var.type.zero(flash) && !is.tau.simple(flash)) {
flash$R <- flash$Y
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