EMiter_HMmdl: EM algorithm iteration for Hidden Markov model

View source: R/RcppExports.R

EMiter_HMmdlR Documentation

EM algorithm iteration for Hidden Markov model

Description

This function performs the one iteration (E-step and M-step) of the Expectation Maximization algorithm for a Hidden Markov model.

Usage

EMiter_HMmdl(mdl, EMest_output, k)

Arguments

mdl

List with model attributes.

EMest_output

List with attributes from previous iteration.

k

Integer determining the number of regimes.

Value

List with attributes from new iteration.


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