EMiterate: single iteration of EM algorithm
In jlivsey/EMsignal:
EMiterate R Documentation
single iteration of EM algorithm
Description
single iteration of EM algorithm
Usage
EMiterate(Sig, lMS, data, mdl)
Arguments
Sig
list with each element of list being an NxN sigma matrix
lMS
list with lMS[[1]] = M an [N,N,T,T] array and lMS[[2]] = S[T,N]
matrix
Value
updated values of all inputs
jlivsey/EMsignal documentation built on March 17, 2024, 5:12 p.m.
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| EMiterate | R Documentation |
single iteration of EM algorithm
Description
single iteration of EM algorithm
Usage
EMiterate(Sig, lMS, data, mdl)
Arguments
Sig |
list with each element of list being an NxN sigma matrix |
lMS |
list with lMS[[1]] = M an [N,N,T,T] array and lMS[[2]] = S[T,N] matrix |
Value
updated values of all inputs
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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