Published by the Foundation for Open Access Statistics Editors-in-chief: Bettina Grün, Torsten Hothorn, Rebecca Killick, Edzer Pebesma, Achim Zeileis    ISSN 1548-7660; CODEN JSSOBK
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Authors: Geoff McLachlan, David Peel
Title: The EMMIX Algorithm for the Fitting of Normal and t-Components
Abstract: We consider the fitting of normal or t-component mixture models to multivariate data, using maximum likelikhood via the EM algorithm. This approach requires the initial specification of an initial estimate of the vector of unknown parameters, or equivalently of an initial classification of the data with respect to the components of the mixture model under fit. We describe an algorithm called EMMIX that automatically undertakes this fitting: including the provision of suitable initial values if not supplied by the user. The EMMIX algorithm has several options, including the option to carry out a resampling-based test for the number of components in the mixture model.

Page views:: 8043. Submitted: 1998-10-22. Published: 1999-07-12.
Paper: The EMMIX Algorithm for the Fitting of Normal and t-Components     Download PDF (Downloads: 7511)
EMMIX.f: EMMIX program Download (Downloads: 1963; 253KB)
EMMIX.max.txt: EMMIX.max Download (Downloads: 1717; 1KB)
test.dat.txt: test.dat: data file Download (Downloads: 1580; 4KB)

DOI: 10.18637/jss.v004.i02

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Paper: Creative Commons Attribution 3.0 Unported License
Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license.