nwakim/nwREM: Implementation of an L0 penalized mvGMM EM algorithm
This package includes an implementation of our robust EM algorithm. The algorithm maximizes the likelihood of a mixture of multivariate Gaussians that includes an L0 penalty. The main function is em_alg_GMM, and it's non-penalized counterpart is em.mv.gmm as implemented in class.
Getting started
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Package details |
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| Author | Nicole Wakim |
| Maintainer | Nicole Wakim <nwakim@umich.edu> |
| License | GPL-3 |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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