[R] How to determine the #,means and variances of 1-D Gaussian Mixture Model

[Feng Zhang]

Hey, R-listers

I am going to approximate arbitrary 1-D data density by
mixture of Gaussian models.
The problem is that given a set of data generated from an
unknown density function, and want to use a Gaussian mixture density model
to approximate it.
Now how to determine the number of components, the means and variances for
all the components?
And can I plot them with plot of original empirical data density?

Thanks for your advice.

Fred