[R] mixture distributions
marchini at stats.ox.ac.uk
Tue Sep 4 10:57:14 CEST 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?
> b) has written an EM-algorithm to fit mixture models in R that I could
> I would be glad to hear from someone.
Check out the R package mclust at
It enables you to fit Gaussian Mixture models using the EM algoritm.
> Dr. Jobst Landgrebe
> AG Wurst (Molecular Neurogenetics)
> MPI of Psychiatry
> Kraepelinstr. 2-10
> D-80804 Munich
> phone +49 89 30622626
> fax +49 89 30622642
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Jonathan L. Marchini, (home) jonathan.marchini at balliol.ox.ac.uk
Department of Statistics, (work) marchini at stats.ox.ac.uk
University of Oxford, http://www.stats.ox.ac.uk/~marchini
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