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