Mstep {ldsr} | R Documentation |
Maximizing expected likelihood using analytical solution
Mstep(y, u, v, fit)
y |
Observation matrix (may need to be normalized and centered before hand) (q rows, T columns) |
u |
Input matrix for the state equation (m_u rows, T columns) |
v |
Input matrix for the output equation (m_v rows, T columns) |
fit |
result of Kalman_smoother |
An object of class theta
: a list of