Man pages for jlivsey/EMsignal
| block2array | Convert block matrix to array |
| demean | Demean vector time series |
| EMcritical | Calculate updated Sigma values at EM critical point |
| EMcritical_1_B12 | Calculate updated Sigma values at EM critical point |
| EMiterate | single iteration of EM algorithm |
| EMiterate_1_B12 | single iteration of EM algorithm |
| EMsigex | Perform multivariate signal extraction with *sigex* via the... |
| gen_data | Generate Data from Trend + Seasonal + Irregular model Assumes... |
| gen_seasComp | Generate multivariate seasonal component |
| gen_trendComp | Generate multivariate trend component |
| param2cor | convert param list to correlation matrix list |
| param2sig | convert param list to Sigma matrix list |
| row2sig | convert vector of stored values to Sig list form |
| sig2lik | output likelihood value for given Sigma values |
| sig2param | Convert list of Sigma matricies to sigex param list |
| sigexRun | Runs sigex for EM algorithm |
| sigexRun_1_B12 | Runs sigex for EM algorithm |
| tr | Calculate trace of a square matrix |
