Function that computes complete log-likelihood of the latent Markov model for continuous outcomes with covariates in the distribution of the latent process (internal use).
lk_comp_latent_cont(Y, yv, Piv, PI, Mu, Si, k)
array of continuous response outcomes
corresponding vector of frequencies
initial probability matrix
transition probability matrices
matrix of conditional means of the response variables
var-cov matrix common to all states
number of latent classes
log-likelihood
matrix of the conditional probabilities of the observed response configurations
matrix of the forward probabilities
vector of marginal probabilities
Baum, L. E., Petrie, T., Soules, G., and Weiss, N. (1970). A maximization technique occurring in the statistical analysis of probabilistic functions of Markov chains. Annals of Mathematical Statistics, 41, 164-171.