m_estep: Compute conditional expectations for EM algorithms of Cao et al. (2000)
Description
Computes conditional expectation of OD flows for E-step
of EM algorithm from Cao et al. (2000) for their locally
IID model.Usage
m_estep(yt, lambda, phi, A, c, epsilon)
Arguments
yt
numeric vector (length m) of link loads from
single time
lambda
numeric vector (length k) of mean OD flows
from last M-step
phi
numeric scalar scale for covariance matrix of
xt
A
routing matrix (m x k) for network being
analyzed
c
power parameter in model of Cao et al. (2000)
epsilon
numeric nugget to add to diagonal of
covariance for numerical stability
Value
- numeric vector of same size as lambda with conditional
expectations of x
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.