LDS_EM_restart: Learn LDS model with multiple initial conditions

In ldsr: Linear Dynamical System Reconstruction

Description

This is the backend computation for LDS_reconstruction. You should not use this directly.

Usage

LDS_EM_restart(y, u, v, init, niter = 1000, tol = 1e-05, return.init = TRUE)

Arguments

y	Observation matrix (may need to be normalized and centered before hand) (q rows, T columns)
u	Input matrix for the state equation (m_u rows, T columns)
v	Input matrix for the output equation (m_v rows, T columns)
init	A list of initial parameters for the EM search. See make_init.
niter	Maximum number of iterations, default 1000
tol	Tolerance for likelihood convergence, default 1e-5. Note that the log-likelihood is normalized by dividing by the number of observations.
return.init	Indicate whether the initial condition that results in the highest

Value

a list as produced by LDS_EM. If return.init is true, a vector of initial condition is included in the list as well.

ldsr documentation built on May 4, 2020, 5:06 p.m.