Description Usage Arguments Value
View source: R/LDS_reconstruction.R
This is the backend computation for LDS_reconstruction. You should not use this directly.
1 | LDS_EM_restart(y, u, v, init, niter = 1000, tol = 1e-05, return.init = TRUE)
|
y |
Observation matrix (may need to be normalized and centered before hand) (q rows, T columns) |
u |
Input matrix for the state equation (m_u rows, T columns) |
v |
Input matrix for the output equation (m_v rows, T columns) |
init |
A list of initial parameters for the EM search. See make_init. |
niter |
Maximum number of iterations, default 1000 |
tol |
Tolerance for likelihood convergence, default 1e-5. Note that the log-likelihood is normalized by dividing by the number of observations. |
return.init |
Indicate whether the initial condition that results in the highest |
a list as produced by LDS_EM. If return.init is true, a vector of initial condition is included in the list as well.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.