louis_decomp_score_sq: Louis decomposition score component

In cthmm: Latent Continuous Time Markov Chains

Description

Get E[SS^T|o] for a single subject: i.e. the louis decomposition score component

Usage

  louis_decomp_score_sq(rates.setup, init.setup,
    emission.setup, init.dist, emission.matrix,
    rate.matrix, M1, M2)

Arguments

rates.setup	rate setup object
init.setup	initial distribution setup object
emission.setup	emission distribution setup object
rate.matrix	rate matrix for individual
emission.matrix	emission matrix for individual
init.dist	vector of initial dist for individual
M1	vector of first moments of complete data sufficient statistics
M2	matrix of second moments of complete data sufficient statistics

Value

matrix with second moments of the score function.

cthmm documentation built on May 2, 2019, 5:46 p.m.