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Expectation-Maximization (EM) algorithm for fitting mixtures of probability distributions

Project description

mix'EM
======


mixem is a pure-python implementation of the Expectation-Maximization (EM) algorithm for fitting mixtures of probability distributions. It works in Python 2 and Python 3 (tested with 2.7 and 3.5.1) and uses few dependencies (only NumPy and SciPy).


.. image:: http://i.imgur.com/kJgsHMG.png
:scale: 50 %
:alt: Old Faithful example
:align: left


Features
--------

* Easy-to-use and fully-documented API
* Built-in support for several probability distributions
* Easily define custom probability distributions by implementing their probability density function and weighted log-likelihood

Documentation
-------------
Find the mix'EM documentation on `ReadTheDocs <https://mixem.readthedocs.org/en/latest/>`_.


Installation
------------

::

pip install mixem

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