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904
2013 Apr 09
0
[R-SIG-Finance] EM algorithm with R manually implemented?
...put of mixtools
> package.
>
> Since the notation is very advanced, I used LaTex and attached the two
> screenshots I also attached the data. Alternatively, the data can be found
> here:http://uploadeasy.net/upload/py6j4.rar and the screenshots here:
> http://uploadeasy.net/upload/9i04.PNG
> http://uploadeasy.net/upload/vloku.PNG
>
> I want to fit two gaussian mixtures.
>
> My main question is: Did I implement the EM algorithm correctly? It does
> not work, because I get such odd values especially for sigma, that the
> likelihood of some observations is zero...