On 04-Apr-06 [EMAIL PROTECTED] wrote: > 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?
Yes, many do! But the EM algorithm is a very very generic method, and the details of its implementation for a particular application depend on the formulation of the model (and the right kind of model) for the data. Also, for many models, computation of the EM algorithm (especially the "E" step) may in practice need to be done by means of Markov Chain Monte Carlo (MCMC) methods. Again, this cannot be answered without knowing more about your model. So, if you can explicitly describe you model, someone may know if such an implementation already exists in R, or people may be able to advise about how to do it. Best wishes, Ted. -------------------------------------------------------------------- E-Mail: (Ted Harding) <[EMAIL PROTECTED]> Fax-to-email: +44 (0)870 094 0861 Date: 04-Apr-06 Time: 15:40:37 ------------------------------ XFMail ------------------------------ ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
