[R] EM algorithm

[¨Tariq Khan]

I use the EM algorithm to treat missing values. I don't know anything
about your contextual use nor much about the details of the EM alg for
that matter, but the norm package may be of help. (prelim.norm() and
em.norm() functions being useful)
These of course assume normality.


On 4/4/06, Marco Geraci <marcodoc75 at yahoo.com> wrote:
> 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.
>
> Marco
>
> --- 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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