Usage
smoothed_EM(Y, A, eta0, sigma0, V, c = 2, maxiter = 1000, tol = 1e-06, eps.lambda = 0, eps.phi = 0, method = "L-BFGS-B")
Arguments
Y
matrix (h x k) of observations in local window;
columns correspond to OD flows, and rows are individual
observations
A
routing matrix (m x k) for network being
analyzed
eta0
numeric vector (length k+1) containing value
for log(c(lambda, phi)) from previous time (or initial
value)
sigma0
covariance matrix (k+1 x k+1) of
log(c(lambda, phi)) from previous time (or initial
value)
V
evolution covariance matrix (k+1 x k+1) for
log(c(lambda, phi)) (random walk)
c
power parameter in model of Cao et al. (2000)
maxiter
maximum number of EM iterations to run
tol
tolerance (in relative change in Q function
value) for stopping EM iterations
eps.lambda
numeric small positive value to add to
lambda for numerical stability; typically 0
eps.phi
numeric small positive value to add to phi
for numerical stability; typically 0
method
optimization method to use (in optim
calls)