On Sat, 18 Aug 2007, Francisco Redelico wrote: > Dear R users, > > > As far as I know, EM algorithm can be only applied to estimate parameter > from a regular exponential family.
No. The EM algorithm will converge to a stationary point (and except in artificial cases, to a local maximum) for any likelihood. The special case you may be thinking of is that in some problems the E-step is equivalent to computing E[missing data | observed data] rather than the more general E[loglikelihood|observed data] -thomas Thomas Lumley Assoc. Professor, Biostatistics [EMAIL PROTECTED] University of Washington, Seattle ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.