norMmix: 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".
| Version: |
0.1-1 |
| Imports: |
cluster, MASS, mvtnorm, mclust, sfsmisc |
| Suggests: |
nor1mix, Matrix, testthat (≥ 2.1.0), knitr, rmarkdown |
| Published: |
2024-04-16 |
| Author: |
Nicolas Trutmann [aut, cre],
Martin Maechler 
[aut, ths] (based on 'nor1mix') |
| Maintainer: |
Nicolas Trutmann <nicolas.trutmann at gmx.ch> |
| License: |
GPL (≥ 3) |
| NeedsCompilation: |
no |
| Materials: |
README |
| CRAN checks: |
norMmix results |
Documentation:
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