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Description

Direct MLE for Multivariate Normal Mixture Distributions.

Multivariate Normal (i.e. Gaussian) Mixture Models (S3) Classes. Fitting models to data using MLE (maximum likelihood estimation) for multivariate normal mixtures via smart parametrization using the LDLt (Cholesky) decomposition. McLachlan, G. and Peel, D. (2000, ISBN:9780471006268) "Finite Mixture Models". Celeux, G. and Govaert, G. (1995) <doi:10.1016/0031-3203(94)00125-6> "Gaussian parsimonious clustering models". Marron, S. and Wand, M. (1992) <doi:10.1214/aos/1176348653> "Exact Mean Integrated Squared Error".

norMmix package

This package implements a model fitting algorithm for normal mixture models.

TODO:

  • [X] make init method optional with no default
  • [ ] spurious cluster suppression
  • [X] (WIP) add vignette
  • [X] test against windows
  • [X] (WIP) reintroduce functionality for many MLE passes for model selection

Install

On linux machines, using R only:

    git clone https://github.com/TrN000/norMmix.git
    R CMD build norMmix
    R CMD INSTALL norMmix_0.0-2.tar.gz
Metadata

Version

0.1-1

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
    GHCJS
    Linux
    MMIXware
    NetBSD
    none
    OpenBSD
    Redox
    Solaris
    WASI
    Windows
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