MPHstar_EMstep_UNI: EM step using Uniformization for MPHstar class

In matrixdist: Statistics for Matrix Distributions

EM step using Uniformization for MPHstar class

Description

EM step using Uniformization for MPHstar class

Usage

MPHstar_EMstep_UNI(h, Rtol, alpha, S, R, mph_obs)

Arguments

h	positive parameter for precision of uniformization method.
Rtol	The smallest value that a reward can take.
alpha	Vector of initial probabilities of the originating distribution.
S	The sub-intensity matrix of the originating distribution.
R	The reward matrix.
mph_obs	The list of summed, marginal observations with associated weights.

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