Mstep_simultanee computes the MLE within the EM framework

Mstep_simultanee computes the MLE within the EM framework

Mstep_simultanee(x, rupt, tau, phi, sameSigma = TRUE)

Arguments

x

the bivariate signal

rupt

the rupture dataframe

tau

the K*P matrix containing posterior probabilities of membership to clusters

phi

the parameters of the mixture

sameSigma

TRUE if all segment have the same variance

Value

phi the updated value of the parameters