Mstep_simultanee computes the MLE within the EM framework

Mstep_simultanee computes the MLE within the EM framework

Mstep_simultanee_cpp(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

whether segments have the same variance

Value

phi the updated value of the parameters