marginal_expectation: Marginal conditional expectations

In matrixdist: Statistics for Matrix Distributions

Marginal conditional expectations

Description

Marginal conditional expectations

Usage

marginal_expectation(rew, pos, N, alpha, S, obs, weight)

Arguments

rew	Column of the reward matrix corresponding to its marginal.
pos	Vector that indicates which state is associated to a positive reward.
N	Uniformization parameter.
alpha	Marginal initial distribution vector.
S	Marginal sub-intensity matrix.
obs	Marginal observations.
weight	Marginal weights.

Value

A vector with the expected time spent in each state by the marginal, conditional on the observations.

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