Nothing
.Fixed_point_method_many_constraints_2_SPOR_DynProg <- function(X,Y,deg,timeT,sigma2,obs_weights,regimes_prob,constraint,constraint_point,algo_direction,FP_nbIter=20){
nbT <- length(timeT)
for(p in 1:FP_nbIter){
#vector parameters estimation
M_mat <- .Jacobian_Matrix_many_constraints_2_SPOR_DynProg(X,Y,deg,regimes_prob,timeT,sigma2,constraint,constraint_point,algo_direction)
gammaV <- .Vector_solution_many_constraints_2_SPOR_DynProg(X,Y,deg,timeT,regimes_prob,constraint,constraint_point)
vparam <- .Parameters_estimation(M_mat,gammaV)
#Transformation to a matrix
mat_param <- .Transform_vector_to_matrix(vparam,deg,timeT)
#Estimation of sigma2
sigma2 <- matrix(.Variance_estimation(X,Y,deg,timeT,mat_param,regimes_prob),nrow=1,ncol=nbT+1)
}
MLL <- .Minus_Complete_log_likelihood(X,Y,deg,timeT,mat_param,sigma2,obs_weights)
list(mat_param,sigma2,MLL)
}
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