mmeln-package: Estimation of Multinormal Mixture Distribution

In mmeln: Estimation of Multinormal Mixture Distribution

Estimation of Multinormal Mixture Distribution

Description

Fit multivariate mixture of normal distribution using covariance structure.

Details

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This package allows to fit multivariate normal mixture. Predictors of group membership can also be allowed in the model.

Author(s)

Charles-Edouard Giguere

Maintainer: Charles-Edouard Giguere <[e-mail]>

See Also

mmeln,estim.mmeln,anova.mmeln

Examples

### load an example.
data(exY)

### estimation of the parameters of the mixture.

temps <- factor(1:3)
mmeln1 <- mmeln(Y, G = 2, form.loc = ~temps-1, form.mel = ~1, cov = "CS")
mix1 <- estim(mmeln1, mu = list(rep(1,3), rep(2,3)), tau = c(0),
              sigma = list(c(1,.6), c(1,.6)), iterlim = 100,tol = 1e-6)
mix1
anova(mix1)
plot(mix1,main="Mixture of multivariate normal")

mmeln documentation built on Sept. 13, 2023, 9:06 a.m.