README.md

nwREM

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.



nwakim/nwREM documentation built on May 22, 2019, 5:34 p.m.