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".