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st: EM algorithm

From   "marcel spijkerman" <>
Subject   st: EM algorithm
Date   Fri, 28 Jul 2006 20:40:53 +0000


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 automated way?

2) Does ML store the scores of the maximised denistiy function (the are needed to compute the new probabilities)?

Kind regards,


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