norMmix
Direct MLE for Multivariate Normal Mixture Distributions
v0.2-0
·
Sep 8, 2024
·
GPL (>= 3)
Description
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 'LDL' (Cholesky) decomposition, see McLachlan and Peel (2000, ISBN:9780471006268), Celeux and Govaert (1995) <doi:10.1016/0031-3203(94)00125-6>.
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| r-release-windows-x86_64 | OK |