marginal_expectation {matrixdist}

Marginal conditional expectations

Description

Marginal conditional expectations

Usage

marginal_expectation(rew, pos, N, alpha, S, obs, weight)

Arguments

rew

Column of the reward matrix corresponding to its marginal.

pos

Vector that indicates which state is associated to a positive reward.

N

Uniformization parameter.

alpha

Marginal initial distribution vector.

S

Marginal sub-intensity matrix.

obs

Marginal observations.

weight

Marginal weights.

Value

A vector with the expected time spent in each state by the marginal, conditional on the observations.