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. Author manuscript; available in PMC: 2010 Dec 15.
Published in final edited form as: Scand Stat Theory Appl. 2010 Dec;37(4):612–631. doi: 10.1111/j.1467-9469.2009.00681.x

Algorithm 3.

aEM2 (noise addition version 1).

Initialize: μ0, Ω0, ν0 < < 1
repeat
    if mod(n, s) = 0 then
        νnn–1 + (1 – r)
    else
        νnνn–1
    end if
    winα+pα+din,vni=1mwin
    vnvnαα+(1vn)p
    μn+11vni=1mwinxi
    Ωn+11vnvni=1mwin(xiμn+1)(xiμn+1)t
until νn ≈ 1 and convergence occurs