https://github.com/kamadak/fiml-py

Full information maximum likelihood estimator of mean/cov in Python
https://github.com/kamadak/fiml-py

fiml math numpy python

Last synced: 10 months ago
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Full information maximum likelihood estimator of mean/cov in Python

• Host: GitHub
• URL: https://github.com/kamadak/fiml-py
• Owner: kamadak
• Created: 2016-09-11T11:35:51.000Z (over 9 years ago)
• Default Branch: master
• Last Pushed: 2017-08-18T14:54:54.000Z (over 8 years ago)
• Last Synced: 2023-10-20T20:53:54.856Z (over 2 years ago)
• Topics: fiml, math, numpy, python
• Language: Python
• Homepage:
• Size: 10.7 KB
• Stars: 6
• Watchers: 3
• Forks: 3
• Open Issues: 0
• Metadata Files:
  • Readme: README

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README

          
Full Information Maximum Likelihood for Python

----------------------------------------------

   This is a Python/NumPy implementation of full information maximum

   likelihood (FIML) method to estimate the mean and the covariance of

   data with missing values.

Prerequisites

-------------

   NumPy and SciPy are required to run this software.

Caveats

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   The input data must not contain linearly dependent variables.