Recently, I found out about expectation-maximisation algorithm, and was fascinated with how easily it could be understood. This project is a demo of clustering data with this algorithm.
Data used is Old Faitful geyser eruption data. When initial variables are set, algorithm converges in set number of iterations.
EM here was done using mvtnorm
library, to fit data to multivariate normal distributions.
Github link EM clustering
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