[R] help on EM Algorithm for bivariate normal

max.marinucci max.marinucci at ya.com
Tue Nov 16 19:50:34 CET 2004


take a look at:

flexmix
mixreg
mclust

packages on CRAN

You may also define your own M-step in some of these packages...
EM is used to find the parameters of the mixture.
Ciao
M.


**********************************************
Massimiliano Marinucci
http://personales.ya.com/max_mar/
Ph.D Candidate in Economics
Fundamentos del Analisis Económico II
(Economía Cuantitativa)
Facultad de CC.EE.
Universidad Complutense Madrid
Campus de Somosaguas
Madrid - Spain
**********************************************
----- Original Message -----
From: <p935460 at phd.unibocconi.it>
To: <R-help at stat.math.ethz.ch>
Sent: Tuesday, November 16, 2004 6:22 PM
Subject: [R] help on EM Algorithm for bivariate normal


>
> Hi,
> I woul like to know if it is possible to have a "R code" to generate EM
> Algorithm for a normal bivariate mixture.
> Best regard,
> S.F.
>
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