Q_iid: Q function for locally IID EM algorithm of Cao et al. (2000)
Description
Computes the Q function (expected log-likelihood) for the
EM algorithm of Cao et al. (2000) for their locally IID
model.
Usage
Q_iid(logtheta, c, M, rdiag, epsilon)
Arguments
logtheta
numeric vector (length k+1) of
log(lambda) (1:k) and log(phi) (last entry)
c
power parameter in model of Cao et al. (2000)
M
matrix (n x k) of conditional expectations for
OD flows, one time per row
rdiag
numeric vector (length k) containing
diagonal of conditional covariance matrix R
epsilon
numeric nugget to add to diagonal of
covariance for numerical stability
Value
numeric value of Q function; not vectorized in any way
References
J. Cao, D. Davis, S. Van Der Viel, and B. Yu. Time-varying
network tomography: router link data. Journal of the
American Statistical Association, 95:1063-75, 2000.