Re: [R] EM algorithm

From: Marco Geraci <marcodoc75_at_yahoo.com>
Date: Wed 05 Apr 2006 - 03:03:35 EST


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

> 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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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed Apr 05 04:45:10 2006

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