Expectation-Maximization (EM) algorithm for fitting mixtures of probability distributions
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).
- 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
Find the mix’EM documentation on ReadTheDocs.
pip install mixem