Description Usage Arguments Value References See Also

Computes conditional covariance of OD flows for E-step of EM algorithm from Cao et al. (2000) for their locally IID model.

1 |

`lambda` |
numeric vector (length k) of mean OD flows from last M-step |

`phi` |
numeric scalar scale for covariance matrix of xt |

`A` |
routing matrix (m x k) for network being analyzed |

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

`epsilon` |
numeric nugget to add to diagonal of covariance for numerical stability |

conditional covariance matrix (k x k) of OD flows given parameters

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_iid`

;
`Q_smoothed`

; `grad_iid`

;
`grad_smoothed`

; `locally_iid_EM`

;
`m_estep`

; `phi_init`

;
`smoothed_EM`

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