Nothing
.Optimization_K_SPOR <- function(X,Y,deg,timeT,EM,constraint){
nbT <- length(timeT)
#Parameters initialisation :
mat_param_i <- .Init_param(X,Y,deg,timeT)[[1]]
sigma2_i <- .Init_param(X,Y,deg,timeT)[[2]]
#Optimisation
if(constraint == 0){
ML_estim <- .Maximum_likelihood_K_SPOR(X,Y,deg,timeT,mat_param_i,sigma2_i,constraint)
param <- ML_estim[[1]]
sigma2 <- ML_estim[[2]]
MLL <- ML_estim[[3]]
}else if((EM == FALSE) & (constraint >0)){
obs_weights <- .Observations_weigths(X,timeT)
regimes_prob <- .Regime_probability(X,Y,deg,timeT,mat_param_i,sigma2_i,obs_weights)
FP_estim <- .Fixed_point_method_K_SPOR(X,Y,deg,timeT,sigma2_i,obs_weights,regimes_prob,constraint)
param <- FP_estim[[1]]
sigma2 <- FP_estim[[2]]
MLL <- FP_estim[[3]]
}else{
EM_estim <- .EM_algorithm_K_SPOR(X,Y,deg,timeT,mat_param_i,sigma2_i,constraint)
param <- EM_estim[[1]]
sigma2 <- EM_estim[[2]]
MLL <- EM_estim[[3]]
}
list(param,sigma2,MLL)
}
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