R help - May 2009 - em algorithm mixture of multivariate normals

Hi,
I would like to know if it is possible to have a "R code" to estimate
the
parameters of a mixture of     bivariate (or multivariate) normals via EM
Algorithm. I tried to write it, but in the estimation of the matrix of
variance and covariance, i have some problems. I generate two bidimensional
vectors both from different distribution with their own vector means and
variance and covariance structure. When I create a unique vector, the
structure of covariance changes, and so the implementation of the EM
algorithm doesn't work.

Maybe someone knows the reason. If I fix the starting initial value of the
covariance matrix and I don't update the estimate of this matrix, the
algorithm works and finds the estimate of the vector means, so I wrote it in
the correct way. However if someone could help me I will be very grateful to
him for kindness.

Best RegardsDaniele

-- 
Dr. Daniele Riggi, PhD student
University of Milano-Bicocca
Department of Statistics
Building U7, Via Bicocca degli Arcimboldi, 8
20126 Milano, Italy
cell. +39 328 3380690
mailto: daniele.riggi@gmail.com

	[[alternative HTML version deleted]]

Look up packages flexmix and mclust!

Christian

On Thu, 21 May 2009, daniele riggi wrote:
> Hi,
> I would like to know if it is possible to have a "R code" to
estimate the
> parameters of a mixture of     bivariate (or multivariate) normals via EM
> Algorithm. I tried to write it, but in the estimation of the matrix of
> variance and covariance, i have some problems. I generate two bidimensional
> vectors both from different distribution with their own vector means and
> variance and covariance structure. When I create a unique vector, the
> structure of covariance changes, and so the implementation of the EM
> algorithm doesn't work.
>
> Maybe someone knows the reason. If I fix the starting initial value of the
> covariance matrix and I don't update the estimate of this matrix, the
> algorithm works and finds the estimate of the vector means, so I wrote it
in
> the correct way. However if someone could help me I will be very grateful
to
> him for kindness.
>
> Best RegardsDaniele
>
> -- 
> Dr. Daniele Riggi, PhD student
> University of Milano-Bicocca
> Department of Statistics
> Building U7, Via Bicocca degli Arcimboldi, 8
> 20126 Milano, Italy
> cell. +39 328 3380690
> mailto: daniele.riggi at gmail.com
>
> 	[[alternative HTML version deleted]]
>
> ______________________________________________
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> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
*** --- ***
Christian Hennig
University College London, Department of Statistical Science
Gower St., London WC1E 6BT, phone +44 207 679 1698
chrish at stats.ucl.ac.uk, www.homepages.ucl.ac.uk/~ucakche