[R] EM algorithm

Marco Geraci marcodoc75 at yahoo.com
Tue Apr 4 19:03:35 CEST 2006

Hi Michela,
I'd like to add to Ted's message that the statistical
journals represent a good 'source' for R to look at.
Sometimes the authors of the papers need to implement
their own algorithms and they make them available upon
request. You might want to check the literature and
send some emails ;) and, if you're lucky, get some R
codes (that you'd probably need to adapt to your
model). Some journals (e.g., statistical modelling
http://stat.uibk.ac.at/SMIJ/index.html) provide
software and data related to the published papers. I
personally implemented an EM algorithm for mixed
models and it took me time and patience. As Ted
already said, if you give more details about your
model you might get better answers and/or tips.


--- 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?
> Thank you very much in advance,
> Michela
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