Default Maximizer for the M-Step¶
Description¶
This function provides a standard Newton-Raphson maximizer of the complete data log-likelihood.
Usage¶
Mstep.default(psi, cpl_data, wPPr, ll_cpl, completeInfo, Jacobian, ...,
maxiter = 25, eps = 1e-07, verbose = FALSE)
Arguments¶
psi-
A numeric vector with starting values
cpl_data-
A data structure with complete data
wPPr-
A vector with (weighted) posterior probabilities
ll_cpl-
A function that computes the complete-data log-likelihood
completeInfo-
A function that computes the ‘complete-data’ information matrix
Jacobian-
A function that computes the Jacobian of the log-likelihood function
...-
Other argumets, passed on to
ll_cpl, etc. maxiter-
Maximal number of iterations
eps-
Numeric; a criterion for convergence
verbose-
Logical; should an interation trace be displayed?
Value¶
A paremeter value that maximizes the Q-function
