st: EM algorithm

["marcel spijkerman" <marcel_spijkerman@hotmail.com>]

Hello,


I have written a ML procedure for a mixture in which the parameters of two 
regimes are estimated together with the probabilities. Now I want to iterate 
(in a loop) the ML procedure by first setting the probabilities , estimate 
the other parameters (M-step), compute new probabilities given the estimated 
parameters (E-step), re-estimate the other parameters and so on, up to the 
moment the model converges.

1) How can I pass the computed probabilities into the ML procedure in 
automated way?

2) Does ML store the scores of the maximised denistiy function (the are 
needed to compute the new probabilities)?

Kind regards,

Marcel


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