[R] Implementing EM Algorithm in R!

2006-08-26 Thread Pushkar Kumar
Hi All, I need some help in how one can implement maximumlikelihood estimation for models with discrete hidden variables in EM in R. Regards [[alternative HTML version deleted]] __ R-help@stat.math.ethz.ch mailing list

Re: [R] Implementing EM Algorithm in R!

2006-08-26 Thread Ritwik Sinha
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