[R] finite mixture model (or latent class)

Wensui Liu liuwensui at gmail.com
Thu Nov 8 21:58:57 CET 2007


Dear Listers,
My post might be somewhat OT.
Currently, I am trying to use flexmix to build a finite mixture model.
For instance, I am getting the prior probability and coefficients for
each latent class from training data. Is there a way to get the
posterior probablity and prediction of a new dataset?
What I am thinking is to apply the prior prob and coefficient from
training set to testing data such that

Post-Prob of Class j = Prior-Prob of Class j * F(X)j / sum(Prior-Prob
of Class i * F(X)i) for i in [1, K]
&
prediction = sum(prediction for class i * post-prob) for i in [1, K].

However, I am not sure if this is correct. Any insight?
Thanks a lot!

-- 
===============================
WenSui Liu
Statistical Project Manager
ChoicePoint Precision Marketing
(http://spaces.msn.com/statcompute/blog)



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