Hi,
I would like to know if it is possible to have a "R code" to estimate the
parameters of a mixture of     bivariate (or multivariate) normals via EM
Algorithm. I tried to write it, but in the estimation of the matrix of
variance and covariance, i have some problems. I generate two bidimensional
vectors both from different distribution with their own vector means and
variance and covariance structure. When I create a unique vector, the
structure of covariance changes, and so the implementation of the EM
algorithm doesn't work.

Maybe someone knows the reason. If I fix the starting initial value of the
covariance matrix and I don't update the estimate of this matrix, the
algorithm works and finds the estimate of the vector means, so I wrote it in
the correct way. However if someone could help me I will be very grateful to
him for kindness.

Best RegardsDaniele

-- 
Dr. Daniele Riggi, PhD student
University of Milano-Bicocca
Department of Statistics
Building U7, Via Bicocca degli Arcimboldi, 8
20126 Milano, Italy
cell. +39 328 3380690
mailto: daniele.riggi@gmail.com

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