`mixnorm' is used to estimate parameters of a normal mixture model with equal variance. The function supports both one-dimensional and multi-dimensional data.
mixnorm(x, C = 2, sigma.known = NULL, ini = NULL, tol = 1e-05)
A list containing the following elements:
estimated component means.
estimated component standard deviations. Only returned when sigma.known
is not specified.
estimated mixing proportions.
matrix containing estimated classification probabilities where the (i, j)th element is the probability of the jth observation belonging to the ith component.
final likelihood.
an n by p matrix of observations where n is the number of observations and s is the dimension of data.
number of mixture components. Default is 2.
a vector or matrix of component standard deviations. Default is NULL, which means the standard deviations are unknown.
initial values for the parameters. Default is NULL, which randomly sets the initial values
using the given observations. If specified, it can be a list with the form of list(mu, pi, sigma)
, where
mu
is a vector of C component means,
pi
is a vector of C mixing proportions, and
sigma
is a vector of C component standard deviations (this element is only needed when sigma.known
is not given).
stopping criteria for the algorithm. Default is 1e-05.
complh
, distlat
# See examples for the `complh' function.
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