[R] mixture distributions
Prof Brian Ripley
ripley at stats.ox.ac.uk
Mon Sep 3 21:49:44 CEST 2001
On Mon, 3 Sep 2001, Jobst Landgrebe wrote:
> Dear List,
> I am looking for a possibility to fit a mixture model under R using
> maximum likelihood estimation.
> Venables and Ripley describe a solution working under S+ (in MASS, 3. ed.,
> p. 263) which requires the D system function and deriv3. This solution does not
> seem to be portable to R or at least I do not realise how.
> Is there anyone who
> a) knows how one could make the MASS-method run under R?
You can optimize without derivatives. ms() is not in R either.
> b) has written an EM-algorithm to fit mixture models in R that I could
There's one (rather buried) in package mda.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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