mmeln-package: Estimation of Multinormal Mixture Distribution

In giguerch/mmeln: Estimation of Multinormal Mixture Distribution

Estimation of Multinormal Mixture Distribution

Description

Fit multivariate mixture of normal distribution using covariance structure.

Details

The DESCRIPTION file: This package was not yet installed at build time.
Index: This package was not yet installed at build time.
~~ An overview of how to use the package, including the most important ~~ ~~ functions ~~

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")

giguerch/mmeln documentation built on Feb. 3, 2024, 5:44 a.m.