EMaximization_MSVARmdl: Maximization step of EM algorithm for Markov-switching vector...

View source: R/RcppExports.R

EMaximization_MSVARmdlR Documentation

Maximization step of EM algorithm for Markov-switching vector autoregressive model

Description

This function performs the maximization step of the Expectation Maximization algorithm for Markov-switching vector autoregressive model.

Usage

EMaximization_MSVARmdl(theta, mdl, MSloglik_output, k)

Arguments

theta

Vector of model parameters.

mdl

List with model attributes.

MSloglik_output

List with output from ExpectationM_MSVARmdl.

k

Integer determining the number of regimes.

Value

List with new maximized parameters.


MSTest documentation built on Oct. 31, 2024, 1:06 a.m.