Description Usage Arguments Value
Maximizing expected likelihood using analytical solution
1 | Mstep(y, u, v, fit)
|
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) |
fit |
result of Kalman_smoother |
An object of class theta
: a list of
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