mixAR_cond_probs {mixAR}

The E-step of the EM algorithm for MixAR models

Description

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".