Perform the M-Step in Parallel (R Helper) — perform_m_step_parallel

*** THIS FUNCTION IS NOW DEPRECATED. Using perform_m_step_r() instead *** This function is called once per EM iteration from C++. It uses the 'future' framework to estimate the parameters for all M states in parallel. Handles both univariate and multivariate models with proper parameter structuring.

Usage

perform_m_step_parallel_r(
  y,
  weights,
  spec,
  model_type,
  diagnostics = NULL,
  iteration = NULL,
  verbose = FALSE
)

Arguments

y: The time series data.
weights: The (T x M) matrix of smoothed probabilities from the E-step.
spec: The full list of model specifications.
model_type: "univariate" or "multivariate".
diagnostics: diagnostics
iteration: iteration
verbose: verbose

Value

A list of length M containing the updated model fits for each state.