EMiterate_1_B12: single iteration of EM algorithm
In jlivsey/EMsignal:
View source: R/EMiterate_1-B12.R
EMiterate_1_B12 R Documentation
single iteration of EM algorithm
Description
single iteration of EM algorithm
Usage
EMiterate_1_B12(Sig, lMS, data, mdl, invGam)
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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View source: R/EMiterate_1-B12.R
| EMiterate_1_B12 | R Documentation |
single iteration of EM algorithm
Description
single iteration of EM algorithm
Usage
EMiterate_1_B12(Sig, lMS, data, mdl, invGam)
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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