The problem of fitting a folded normal distribution by maximum likelihood has been described as ‘not straightforward’, and alternatives such as EM proposed. We suggest here that it is in fact straightforward to fit such a distribution by direct numerical maximization of the likelihood. We demonstrate this in an example. The relevant R code is included.
"Letter to the Editor: Fitting a folded normal distribution without EM." Ann. Appl. Stat. 14 (4) 2096 - 2098, December 2020. https://doi.org/10.1214/20-AOAS1410