outerproduct: Outerproduct
In cthmm: Latent Continuous Time Markov Chains

Description Usage Arguments Details Value Author(s)

Get (c1*D)(c2*E)^T. Suppose Y is the vector of complete data sufficient statistics.

1	outerproduct(l_1, l_2, c1, c2, M1, M2)

`l_1`	vector of indices of Y in D, i.e. D=Y[l_a]
`l_2`	vector of indices of Y in E, i.e. E=Y[l_2]
`M2`	matrix of E[YY^T\|o]
`M1`	vector of E[Y\|o]
`c1`	vector of constants to be multiplied by elements in A
`c2`	vector of constants to be multipled by elements in B

If l_1[k]=0 (l_2[k]=0) this signfies a value of 1 rather than a suffcient statistic in Y. Hence in this case the desired product is a function of the first moment vector M1 rather than M2.

matrix c1*D(c2*E)^T

Jane Lange

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