R help - Nov 2004 - help on EM Algorithm for bivariate normal

Hi,
I woul like to know if it is possible to have a "R code" to generate
EM
Algorithm for a normal bivariate mixture.
Best regard,
S.F.

take a look at:

flexmix
mixreg
mclust

packages on CRAN

You may also define your own M-step in some of these packages...
EM is used to find the parameters of the mixture.
Ciao
M.


**********************************************
Massimiliano Marinucci
http://personales.ya.com/max_mar/
Ph.D Candidate in Economics
Fundamentos del Analisis Econ??mico II
(Econom??a Cuantitativa)
Facultad de CC.EE.
Universidad Complutense Madrid
Campus de Somosaguas
Madrid - Spain
**********************************************
----- Original Message -----
From: <p935460 at phd.unibocconi.it>
To: <R-help at stat.math.ethz.ch>
Sent: Tuesday, November 16, 2004 6:22 PM
Subject: [R] help on EM Algorithm for bivariate normal

>
> Hi,
> I woul like to know if it is possible to have a "R code" to
generate EM
> Algorithm for a normal bivariate mixture.
> Best regard,
> S.F.
>
> ______________________________________________
> R-help at 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
>

The three packages that someone else mentioned in response 
to your post

flexmix
mixreg
mclust

may be usefule in real applications.  On the other hand, if 
your interest is in teaching EM or developing your own EM by 
using a simple example, the most recent issue of The 
American Statistician has an article with a sample R code 
for the purpose.  Right now I'm away from my journal.  But 
if you would want further info, let me know and I can find 
it for you.

Tim Liao

---- Original message ----
>Date: Tue, 16 Nov 2004 18:22:07 +0100
>From: p935460 at phd.unibocconi.it  
>Subject: [R] help on EM Algorithm for bivariate normal  
>To: R-help at stat.math.ethz.ch
>
>
>Hi,
>I woul like to know if it is possible to have a "R code" to 
generate EM
>Algorithm for a normal bivariate mixture.
>Best regard,
>S.F.
>
>______________________________________________
>R-help at 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