[R] EM algorithm

[Andrej Kastrin]

Hi,

two useful references for beginning:

www.stat.umn.edu/geyer/5931/mle/mle.pdf
www.unc.edu/~monogan/computing/r/MLE_in_R.pdf

Andrej

Elena 5/12 wrote:
> Hi,
> 
> I have the following problem: I am working on assessing the accuracy of
> diagnostic tests. I have a log likelihood and 3 unknown parameters. Now I
> want to apply the EM algorithm to find the maximum likelihood estimates of
> these parameters. But I don't know anaything about how to code that in R.
> 
> Can somebody help me??
> 
> Greats,
> Elena