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st: EM algorithm
I have written a ML procedure for a mixture in which the parameters of two
regimes are estimated together with the probabilities. Now I want to iterate
(in a loop) the ML procedure by first setting the probabilities , estimate
the other parameters (M-step), compute new probabilities given the estimated
parameters (E-step), re-estimate the other parameters and so on, up to the
moment the model converges.
1) How can I pass the computed probabilities into the ML procedure in
2) Does ML store the scores of the maximised denistiy function (the are
needed to compute the new probabilities)?
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