GitHub - kamadak/fiml-py: Full information maximum likelihood estimator of mean/cov in Python

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 20 Commits
README		README
fiml.py		fiml.py
test_fiml.py		test_fiml.py

Repository files navigation

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
-------

   The input data must not contain linearly dependent variables.