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networkTomography (version 0.3)

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.

See Also

Other CaoEtAl: Q_smoothed; R_estep; grad_iid; grad_smoothed; locally_iid_EM; m_estep; phi_init; smoothed_EM