The E-step of the EM algorithm for MixAR models — mixAR_cond_probs • mixAR

Compute conditional probabilities for the E-step of the EM algorithm for MixAR models. Internal function.

Usage

mixAR_cond_probs(model, y, indx = NULL)

Arguments

model: an object from a sub-class of "MixAR".
y: the time series, a numeric vector.
indx: indices of elements for which to compute residuals.

Details

This is essentially the E-step for the MixAR models.

Value

the conditional probabilities, an object from class "MixComp".