Expectation Maximization in Matlab on Missing Data

Question

I have to use EM to estimate the mean and covariance of the Gaussian distribution for each of the two classes. They have some missing attributes too.

Classes of each object is known. Therefore the problem basically reduces to fitting a gaussian model with missing element.

Which is the best library to use?

How is ECM Algorithm different from EM algorithm?

Answer 1

Thanks all.But I am using ecmnmle for estimating parameters and then obtaining distribution of marginals which is used later in bayes classification. It works pretty fine with accuracies of 0.9 and 0.69 on 2 classes.