EM imputation in multivariate normal data in R

lh42

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Sep 9, 2022
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I am currently trying to implement Schafer's EM algorithm (Analysis of Incomplete Multivariate Data) in R. Is there anyone who knows about this and could help me find the error in my R code. The implementation is based on the pseudo code on page 168 in Schafer's book. I know that there is also a package in R that contains the EM algorithm (norm package). However, it also contains Fortran code which makes it difficult to understand, but I would like to do my implementation without the package. I would be very grateful for any help. Maybe someone knows a source where the EM algorithm was implemented in R.

Also, I am new to the forum. If you want me to upload my previous work (R code) I am happy to do so.
 
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