Q_iid: Q function for locally IID EM algorithm of Cao et al. (2000)
In networkTomography: Tools for network tomography
Description
Usage
Arguments
Value
References
See Also
Description
Computes the Q function (expected log-likelihood) for the
EM algorithm of Cao et al. (2000) for their locally IID
model.
Usage
1
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 2, 2019, 3:28 a.m.
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Description Usage Arguments Value References See Also
Description
Computes the Q function (expected log-likelihood) for the EM algorithm of Cao et al. (2000) for their locally IID model.
Usage
1 |
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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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