mixAR_cond_probs | R Documentation |
Compute conditional probabilities for the E-step of the EM algorithm for MixAR models. Internal function.
mixAR_cond_probs(model, y, indx = NULL)
model |
an object from a sub-class of "MixAR". |
y |
the time series, a numeric vector. |
indx |
indices of elements for which to compute residuals. |
This is essentially the E-step for the MixAR models.
the conditional probabilities, an object from class "MixComp".
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