Description Usage Arguments Value References See Also

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

1 |

`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 |

numeric vector of same size as lambda with conditional expectations of x

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`

; `R_estep`

;
`grad_iid`

; `grad_smoothed`

;
`locally_iid_EM`

; `phi_init`

;
`smoothed_EM`

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