m_estep: Compute conditional expectations for EM algorithms of Cao et...
In networkTomography: Tools for network tomography
Description
Usage
Arguments
Value
References
See Also
Description
Computes conditional expectation of OD flows for E-step of
EM algorithm from Cao et al. (2000) for their locally IID
model.
Usage
1
Arguments
yt
numeric vector (length m) of link loads from
single time
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
numeric vector of same size as lambda with conditional
expectations of x
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; R_estep;
grad_iid; grad_smoothed;
locally_iid_EM; 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 expectation of OD flows for E-step of EM algorithm from Cao et al. (2000) for their locally IID model.
Usage
1 |
Arguments
yt |
numeric vector (length m) of link loads from single time |
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
numeric vector of same size as lambda with conditional expectations of x
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; R_estep;
grad_iid; grad_smoothed;
locally_iid_EM; 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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