Q_iid: Q function for locally IID EM algorithm of Cao et al. (2000)

Description Usage Arguments Value References See Also

View source: R/caoEtAl.R

Description

Computes the Q function (expected log-likelihood) for the EM algorithm of Cao et al. (2000) for their locally IID model.

Usage

1
Q_iid(logtheta, c, M, rdiag, epsilon)

Arguments

logtheta

numeric vector (length k+1) of log(lambda) (1:k) and log(phi) (last entry)

c

power parameter in model of Cao et al. (2000)

M

matrix (n x k) of conditional expectations for OD flows, one time per row

rdiag

numeric vector (length k) containing diagonal of conditional covariance matrix R

epsilon

numeric nugget to add to diagonal of covariance for numerical stability

Value

numeric value of Q function; not vectorized in any way

References

J. Cao, D. Davis, S. Van Der Viel, and B. Yu. Time-varying network tomography: router link data. Journal of the American Statistical Association, 95:1063-75, 2000.

See Also

Other CaoEtAl: Q_smoothed; R_estep; grad_iid; grad_smoothed; locally_iid_EM; m_estep; phi_init; smoothed_EM


networkTomography documentation built on May 29, 2017, 4:56 p.m.