Estep: Computation of the expectation step in the EM-algorithm.
In guilbran/dynfactoR: Dynamic factor model estimation for nowcasting
Description
Usage
Arguments
Value
Description
Computation of the expectation step in the EM-algorithm.
Usage
1
Arguments
y
Data matrix
A
System state matrix
C
Observation matrix
Q
System state equation variance
R
Observation equation variance
initx
Initial value for state variable
initV
Initial value for state matrix
W
Logical matrix with dim(W) = dim(y)
indicating missing observations
Value
Sufficient statistics used for M-step
guilbran/dynfactoR documentation built on May 8, 2019, 1:35 a.m.
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Description Usage Arguments Value
Description
Computation of the expectation step in the EM-algorithm.
Usage
1 |
Arguments
y |
Data matrix |
A |
System state matrix |
C |
Observation matrix |
Q |
System state equation variance |
R |
Observation equation variance |
initx |
Initial value for state variable |
initV |
Initial value for state matrix |
W |
Logical matrix with dim(W) = dim(y) indicating missing observations |
Value
Sufficient statistics used for M-step
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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