[R] how to maximize the log-likelihood function with EM algorithm

2013-06-12 Thread Anhai Jin
Hi R users, I am trying to fit a Mixed Markov Model and ran into trouble with maximizing the log-likelihood function. I attached my R codes and the problem I have right now is that the maximization may end in some local maximum by specifying different start values. I am thinking if we can

[R] Package for maximizing likelihood function with EM algorithm

2013-06-11 Thread Anhai Jin
Hi R users, I am trying to figure out if there is a package in R that can maximize likelihood function with EM algorithm. Right now, I have derived the log-likelihood function, which is a function of 9 indicator variables with 14 parameters. Is there a package that I can specify the