[R] Mixture of Univariate Normals
ripley at stats.ox.ac.uk
Tue Oct 22 18:52:39 CEST 2002
On Tue, 22 Oct 2002, Sharon Kuhlmann-Berenzon wrote:
> Can anyone provide a package or code for estimating the parameters of a
> mixture of c (c >=2) univariate normal distributions?
Alternatives include packages mclust and mda.
> I've tried the algorithm provided by Venables & Ripley (1999) p 263, for
> the mixture of two normal, but I don't find the "ms" function in R. I've
> used nls instead, but I'm not sure if it works the same.
Try Venables & Ripley (2002) instead, or even look in the R scripts
in the MASS library, specifically the MASS/scripts/ch16.R file.
(The version for the 1999 book is MASS/scripts/ch08.R.)
> The data I have is very peaked and with long tails. It should be the
> mixture of two distributions (2 types of particles), possibly with the
> same mean or very similar means. The QQ plot using the results of the VR
> algorithm (above), however, still show a clear S shape. Could this mean
> that there is yet another normal distribution in the mixture, ie c=3?
Well, a mixture of two normals is not long-tailed, so I think you need
something else, e.g. a mixture of t's.
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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