EMstep_mdph: EM for multivariate discrete phase-type

View source: R/RcppExports.R

EMstep_mdphR Documentation

EM for multivariate discrete phase-type

Description

EM for multivariate discrete phase-type

Usage

EMstep_mdph(alpha, S_list, obs, weight)

Arguments

alpha

Initial probabilities.

S_list

List of marginal sub-transition matrices.

obs

The observations.

weight

The weights for the observations.


matrixdist documentation built on Aug. 8, 2023, 5:06 p.m.