EM.algo_simultanee calculates the MLE of phi for given change-point instants

EM.algo_simultanee calculates the MLE of phi for given change-point instants

EM.algo_simultanee(x, rupt, P, phi, eps = 1e-06, sameSigma = FALSE)

Arguments

x

bivariate signal

rupt

the sequence of change points

P

number of clusters

phi

starting value for the parameter

eps

eps

sameSigma

TRUE if segments have the same variance

Value

a list with phi, the MLE, tau =(taukj) the probability for segment k to belong to class,lvinc = lvinc,empty = empty,dv = dv