Description Usage Arguments Value
View source: R/DP_EM_Algorithm.R
Integration of E-step and M-step to iteratively update the parameters for DP
1 | DP_EM_algorithm(Ymatrix, Xmatrix, t, N, iter, initial)
|
Ymatrix |
matrix of dependent variables, multiple dimensions eligible |
Xmatrix |
matrix of independent variables |
t |
length of trajectory |
N |
number of trajectories |
iter |
number of maximum iterations |
initial |
list of initialization values |
list of outputs used for M-step
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