Description Usage Arguments Value References See Also

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

1 |

`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 |

numeric value of Q function; not vectorized in any way

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.

Other CaoEtAl: `Q_smoothed`

;
`R_estep`

; `grad_iid`

;
`grad_smoothed`

; `locally_iid_EM`

;
`m_estep`

; `phi_init`

;
`smoothed_EM`

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