EMaximization_MSARmdl {MSTest} | R Documentation |
Maximization step of EM algorithm for Markov-switching autoregressive model
Description
This function performs the maximization step of the Expectation Maximization algorithm for Markov-switching autoregressive model.
Usage
EMaximization_MSARmdl(theta, mdl, MSloglik_output, k)
Arguments
theta |
Vector of model parameters. |
mdl |
List with model attributes. |
MSloglik_output |
List with output from |
k |
Integer determining the number of regimes. |
Value
List with new maximized parameters.
[Package MSTest version 0.1.5 Index]