R_estep: Compute conditional covariance matrix for EM algorithms of...
In networkTomography: Tools for network tomography
Description
Usage
Arguments
Value
References
See Also
Description
Computes conditional covariance of OD flows for E-step of
EM algorithm from Cao et al. (2000) for their locally IID
model.
Usage
1
Arguments
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
Value
conditional covariance matrix (k x k) of OD flows given
parameters
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_iid;
Q_smoothed; 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 conditional covariance of OD flows for E-step of EM algorithm from Cao et al. (2000) for their locally IID model.
Usage
1 |
Arguments
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 |
Value
conditional covariance matrix (k x k) of OD flows given parameters
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_iid;
Q_smoothed; 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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