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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).

Features

  • Built-in support for several probability distributions

  • Easily define custom probability distributions implementing their PDF and weighted log-likelihood

Dependencies

  • NumPy v1.7.0 or newer

  • SciPy v0.14.0 or newer

Installation

pip install mixem

Project details


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mixem-0.1.0.tar.gz (3.5 kB view hashes)

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