search for: explh

...exp(phi_12*(t)/2)/phi_14[t])- phi_23/(t)*log(2*phi_21*exp(phi_22*(t)/2)/phi_24[t]) b1[t] <- (delta_1/(t))*2*(exp(phi_11*(t))-1)/phi_14[t] b2[t] <- (delta_2/(t))*2*(exp(phi_21*(t))-1)/phi_24[t] } b <- array(c(b1,b2), c(d,m,n)) j <- -matrix(c(K_1, 0, 0, K_2), c(2,2))*h explh <- as.matrix(expm(j)) Tt <- array(explh, c(m,m,n)) #array giving the factor of the transition equation Zt <- b #array giving the factor of the measurement equation ct <- a #matrix giving the intercept of the measurement equation dt <- as.matrix((diag(m)-explh)%*%c(th...

...a <- array(0, c(d,n)) for(t in n:1){ a[,n-(t+1)] <- -phi_13/(n-(t+1))*log(2*phi_11*exp(phi_12*(n-(t+1))/2)/phi_14)-phi_23/(n-(t+1))*log(2*phi_21*exp(phi_22*(n-(t+1))/2)/phi_24) } b <- array(c(1,0,0,1,0), c(d,m,n)) j <- -array(c(K_1, 0, 0, K_2), c(2,2))*h explh <- expm(j) Tt <- array(explh, c(m,m,n)) #array giving the factor of the transition equation Zt <- b #array giving the factor of the measurement equation ct <- a #matrix giving the intercept of the measurement equation dt <- (diag(m)-expm(-array(c(K_1, 0, 0, K_2), c(2,...