[R] EM algorithm

(Ted Harding) Ted.Harding at nessie.mcc.ac.uk
Tue Apr 4 16:40:41 CEST 2006

On 04-Apr-06 michela.cameletti at unibg.it wrote:
> Dear R-Users,
> I have a model with a latent variable for a spatio-temporal process.
> I would like to use EM algorithm to estimate the parameters.
> Does anybody know how to implement the algorithm in R?

Yes, many do! But the EM algorithm is a very very generic method,
and the details of its implementation for a particular application
depend on the formulation of the model (and the right kind of model)
for the data.

Also, for many models, computation of the EM algorithm (especially
the "E" step) may in practice need to be done by means of Markov
Chain Monte Carlo (MCMC) methods. Again, this cannot be answered
without knowing more about your model.

So, if you can explicitly describe you model, someone may know
if such an implementation already exists in R, or people may
be able to advise about how to do it.

Best wishes,

E-Mail: (Ted Harding) <Ted.Harding at nessie.mcc.ac.uk>
Fax-to-email: +44 (0)870 094 0861
Date: 04-Apr-06                                       Time: 15:40:37
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