A MATLAB software package for computing the Nonparametric Maximum Likelihood Estimator (NPMLE) in mixture models, based on the augmented Lagrangian method and the partial expectation maximation approach.
The main solvers are 'DualALM.m' and 'PEM.m'.
Run files are provided for demonstration purpose:
test_simulation1.m
test_simulation2.m
test_simulation3.m