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What package in enables the writing of a log likelihood function given some data and then estimating it using the EM algorithm?

Thanks.

Sri Harsha Chilakapati
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Niren Sirohi
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  • Maybe have a look here: https://en.wikibooks.org/wiki/Data_Mining_Algorithms_In_R/Clustering/Expectation_Maximization_(EM) and here: http://stackoverflow.com/questions/14811541/numeric-example-of-the-expectation-maximization-algorithm – user1981275 Jun 12 '13 at 09:01

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I believe you are looking for something like flexmix or mixtools. They work out of the box for a number of standard models but can be used with user supplied likelihoods as well. The latter (user defined models) is less straightforward and depending on your application it may be easier/faster/better to write customized code.

acryd
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