Using SAS/IML : This code uses the EM algorithm to estimate the maximum likelihood (ML) covariance matrix and mean vector in the presence of missing data. This implementation of the EM algorithm or any similar ML approach assumes that the data are

mm_em.m function [LL, prior, transmat, obsmat, nrIterations] = ... dhmm_em(data, prior, transmat, obsmat, varargin) LEARN_DHMM Find the ML/MAP parameters of an HMM with discrete outputs using EM. [ll_trace, prior, transmat, obsmat, iterNr]