Description
Direct MLE for Multivariate Normal Mixture Distributions.
Description
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".
README.md
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