R/Optimization_many_constraints_2_SPOR_DynProg.R

In HSPOR: Hidden Smooth Polynomial Regression for Rupture Detection

.Optimization_many_constraints_2_SPOR_DynProg <- function(X,Y,deg,timeT,mat_param,sigma2,EM,constraint,constraint_point,algo_direction){
  if(constraint == 1 | constraint == 2){
    if(EM == TRUE){
      param_est <- .EM_algorithm_many_constraints_2_SPOR_DynProg(X,Y,deg,timeT,mat_param,sigma2,constraint,constraint_point,algo_direction)
    }else{
      obs_weights_i <- .Observations_weigths(X,timeT)
      regimes_prob_i <- obs_weights_i
      param_est <- .Fixed_point_method_many_constraints_2_SPOR_DynProg(X,Y,deg,timeT,sigma2,obs_weights_i,regimes_prob_i,constraint,constraint_point,algo_direction)
    }
  }else{
    obs_weights_i <- .Observations_weigths(X,timeT)
    MLL <- .Minus_Complete_log_likelihood(X,Y,deg,timeT,mat_param,sigma2,obs_weights_i)
    param_est <- list(mat_param,sigma2,MLL)
  }

  return(param_est)
}