[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.

> or
> b) has written an EM-algorithm to fit mixture models in R that I could
> use?

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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