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norMmix: Direct MLE for Multivariate Normal Mixture Distributions

Multivariate Normal (i.e. Gaussian) Mixture Models (S3) Classes. Fitting models to data using MLE (maximum likelihood estimation) for multivariate normal mixtures via smart parametrization using the LDLt (Cholesky) decomposition. McLachlan, G. and Peel, D. (2000, ISBN:9780471006268) "Finite Mixture Models". Celeux, G. and Govaert, G. (1995) <doi:10.1016/0031-3203(94)00125-6> "Gaussian parsimonious clustering models". Marron, S. and Wand, M. (1992) <doi:10.1214/aos/1176348653> "Exact Mean Integrated Squared Error".

Version: 0.1-1
Imports: cluster, MASS, mvtnorm, mclust, sfsmisc
Suggests: nor1mix, Matrix, testthat (≥ 2.1.0), knitr, rmarkdown
Published: 2024-04-16
Author: Nicolas Trutmann [aut, cre], Martin Maechler ORCID iD [aut, ths] (based on 'nor1mix')
Maintainer: Nicolas Trutmann <nicolas.trutmann at gmx.ch>
License: GPL (≥ 3)
NeedsCompilation: no
Materials: README
CRAN checks: norMmix results

Documentation:

Reference manual: norMmix.pdf
Vignettes: A_Short_Intro_to_norMmix

Downloads:

Package source: norMmix_0.1-1.tar.gz
Windows binaries: r-devel: norMmix_0.1-1.zip, r-release: norMmix_0.1-1.zip, r-oldrel: norMmix_0.1-1.zip
macOS binaries: r-release (arm64): norMmix_0.1-1.tgz, r-oldrel (arm64): norMmix_0.1-1.tgz, r-release (x86_64): norMmix_0.1-1.tgz, r-oldrel (x86_64): norMmix_0.1-1.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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