PROTECT(rho = allocArray(REALSXP, dimRho));
PROTECT(pi = allocMatrix(REALSXP, k, L));
PROTECT(lvraisemblance = allocMatrix(REALSXP, L, 2));
PROTECT(rho = allocArray(REALSXP, dimRho));
PROTECT(pi = allocMatrix(REALSXP, k, L));
PROTECT(lvraisemblance = allocMatrix(REALSXP, L, 2));