The C++ function grad_HMM_stat_dir_oe() updates the gradient function when the number of clusters is greater than or equal to 2 in a static binary directed network. (The above description may need further improvement.)
grad_HMM_stat_dir_oe(theta, gamma, network, N, K)
Vector of current theta
(network canonical parameters) values.
Vector of current gamma
(variational parameters) values.
Array of a network adjacency matrices.
Number of nodes.
Number of clusters.
Returns the gradient vector of ELBO with respect to theta parameters for Newton-Raphson update in the M-step.