Mstep_simultanee_cpp: Mstep_simultanee computes the MLE within the EM framework

View source: R/SegTraj_EM_cpp.R

Mstep_simultanee_cppR Documentation

Mstep_simultanee computes the MLE within the EM framework

Description

Mstep_simultanee computes the MLE within the EM framework

Usage

Mstep_simultanee_cpp(x, rupt, tau, phi, sameSigma = TRUE)

Arguments

x

the bivariate signal

rupt

the rupture dataframe

tau

the K*P matrix containing posterior probabilities of membership to clusters

phi

the parameters of the mixture

sameSigma

whether segments have the same variance

Value

phi the updated value of the parameters


rpatin/segtools documentation built on Sept. 12, 2022, 5:09 p.m.