4. Prediction

In case the maximization is also run, the final parameter estimate is used for the prediction; otherwise, the init value of each parameter is used.

Output:

• Will create 3 files: combined predictions (_prediction.csv), backward only (_prediction_backward.csv), and forward only (_prediction_forward.csv)
• The predictions consist of:
  • the 4 mean quantities of x, g, l (refers to lambda), and q
  • the upper triangle of the covariance matrix labeled cov_zi_zj where zi and zj are one of x, g, l, and q.
  • ... of each time point for each cell in the same order as the input file