Hi All,
I need some help in how one can implement maximumlikelihood estimation for
models with discrete hidden variables in EM in R.
Regards
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R-help@stat.math.ethz.ch mailing list
Implementing the EM algorithm will be easy if you know what the algorithm is
for your particular problem. This will be very specific to your problem. The
trick is to augment your data to get something for which there is an easy ML
estimate. I do not believe there is a unique recipe to perform the