EMaximization_HMmdl {MSTest}R Documentation

Maximization step of EM algorithm for Hidden Markov model

Description

This function performs the maximization step of the Expectation Maximization algorithm for Hidden Markov models.

Usage

EMaximization_HMmdl(theta, mdl, MSloglik_output, k)

Arguments

theta

Vector of model parameters.

mdl

List with model attributes.

MSloglik_output

List with output from ExpectationM_HMmdl.

k

Integer determining the number of regimes.

Value

List with new maximized parameters.


[Package MSTest version 0.1.5 Index]