Compute conditional expectation for the E-step of the EM algorithm
Usage
covcomb_compute_conditional_expectation(ya, psi, obs_idx, missing_idx)
Arguments
- ya
Observed partial covariance matrix
- psi
Current estimate of the combined covariance matrix
- obs_idx
Indices of observed variables (0-based)
- missing_idx
Indices of missing variables (0-based)
Value
Conditional expectation of the complete covariance matrix