VEstep: Computes the variational expectation step of the algorithm

Description Usage Arguments Value

View source: R/Infer.R

Description

Computes the variational expectation step of the algorithm

Usage

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VEstep(
  MO,
  SO,
  SH,
  Omega,
  W,
  Wg,
  MH,
  Pg,
  logSTW,
  logSTWg,
  alpha,
  it1,
  verbatim,
  trackJ = FALSE,
  hist = FALSE
)

Arguments

MO

Matrix of observed means.

SO

Matrix of observed marginal variances.

SH

Matrix of observed hidden variances.

Omega

matrix containing the precision terms of precision matrices faithful ot a tree.

W

Edges weights matrix.

Wg

Variational edges weights matrix.

MH

Matrix of hidden means.

Pg

Edges probabilities matrix.

logSTW

Log of the Matrix Tree quantity of the W matrix.

logSTWg

Log of the Matrix Tree quantity of the Wg matrix.

alpha

Tempering parameter.

it1

Checks if nestorFit is at its first iteration.

verbatim

Displays verbose if set to 2.

trackJ

Boolean for evaluating the lower bound at each parameter update.

hist

Boolean for printing edges weights histogram at each iteration.

Value

Quantities required by the Mstep funciton:


Rmomal/nestor documentation built on Dec. 16, 2020, 7:54 p.m.