Expectation-Maximization (EM) algorithm for fitting mixtures of probability distributions
Project description
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).
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.
Installation
pip install mixem
Project details
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