MPHstar_EMstep_UNI {matrixdist}

EM step using Uniformization for MPHstar class

Description

EM step using Uniformization for MPHstar class

Usage

MPHstar_EMstep_UNI(h, Rtol, alpha, S, R, mph_obs)

Arguments

h

positive parameter for precision of uniformization method.

Rtol

The smallest value that a reward can take.

alpha

Vector of initial probabilities of the originating distribution.

S

The sub-intensity matrix of the originating distribution.

R

The reward matrix.

mph_obs

The list of summed, marginal observations with associated weights.