mmeln-package {mmeln}

Estimation of Multinormal Mixture Distribution

Description

Fit multivariate mixture of normal distribution using covariance structure.

Details

The DESCRIPTION file:

Package:	mmeln
Type:	Package
Title:	Estimation of Multinormal Mixture Distribution
Version:	1.5
Date:	2023-09-11
Author:	Charles-Edouard Giguere
Maintainer:	Charles-Edouard Giguere <[e-mail]>
Description:	Fit multivariate mixture of normal distribution using covariance structure.
License:	GPL-3
LazyLoad:	yes
Repository:	CRAN
Encoding:	UTF-8
NeedsCompilation:	no

Index of help topics:

dmnorm                  Multivariate Normal Density Function
estim                   Maximum Likelihood estimation of the model
                        parameters
exY                     A two mixture example
mmeln                   mmeln : mixture of multivariate normal
mmeln-package           Estimation of Multinormal Mixture Distribution
plot.mmeln              Utility methods for objects of class mmeln
post.mmeln              Posterior probabilities, entropy for mmeln
                        object

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")