Mixture of multivariate normal

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Description

This package fits mixture of multivariate normal. Different types of covariance structure can be used.

Details

Package: MMELN
Type: Package
Version: 1.0
Date: 2010-10-22
License: GPL (>= 2)
LazyLoad: yes

Author(s)

Charles-Édouard Giguère

Maintainer: Charles-Édouard Giguère <ce.giguere@umontreal.ca>

See Also

mmeln,estim.mmeln,anova.mmeln

Examples

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### 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")