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EM Algorithm and Gaussian pooling

This project is part of my second year training at ENSAE ParisTech (Ecole Nationale de la Statistique et de l'Administration Economique). We implement the EM algorithm applied to a Gaussian pooling with R.

In this repo you'll find :

  • the pdf project which brings theoretical elements about the EM algorithm, K-means algorithm
  • the code for the EM algorithm
  • another one for K-means
  • and the data (csv format)