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mclustAddons

An R package extending the functionality of the mclust package (Scrucca et al. 2016, 2023) for Gaussian finite mixture modeling by including:

  • density estimation for data with bounded support using a transform-based approach to Gaussian mixture density estimation (Scrucca, 2019);

  • modal clustering using modal EM algorithm for Gaussian mixtures (Scrucca, 2021);

  • entropy estimation via Gaussian mixture modeling (Robin & Scrucca, 2023).

Installation

You can install the released version of mclustAddons from CRAN using:

install.packages("mclustAddons")

Usage

For an introduction to the main functions and several examples see the vignette A quick tour of mclustAddons, which is available as

vignette("mclustAddons")

The vignette is also available in the Vignette section on the navigation bar on top of the package's web page.

References

Scrucca L., Fop M., Murphy T. B. and Raftery A. E. (2016) mclust 5: clustering, classification and density estimation using Gaussian finite mixture models, The R Journal, 8/1, 205-233. https://doi.org/10.32614/RJ-2016-021

Scrucca L., Fraley C., Murphy T.B., Raftery A.E. (2023) Model-Based Clustering, Classification, and Density Estimation Using mclust in R. Chapman and Hall/CRC. https://doi.org/10.1201/9781003277965

Scrucca L. (2019) A transformation-based approach to Gaussian mixture density estimation for bounded data, Biometrical Journal, 61:4, 873–888. https://doi.org/10.1002/bimj.201800174

Scrucca L. (2021) A fast and efficient Modal EM algorithm for Gaussian mixtures. Statistical Analysis and Data Mining, 14:4, 305–314. https://doi.org/10.1002/sam.11527

Robin S. and Scrucca L. (2023) Mixture-based estimation of entropy. Computational Statistics & Data Analysis, 177, 107582. https://doi.org/10.1016/j.csda.2022.107582

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Version

Install

install.packages('mclustAddons')

Monthly Downloads

282

Version

0.10

License

GPL (>= 2)

Maintainer

Luca Scrucca

Last Published

December 3rd, 2025

Functions in mclustAddons (0.10)

mclustAddons-package

Addons for the mclust package
hypcube_lhs

Latin Hypercube Sampling
mclustMarginalParams

Marginal parameters from fitted GMMs via mclust
hypvolgmm

Gaussian mixture-based hypervolume estimation of multivariate data
mclustAddons-internal

Internal mclustAddons functions
hypvolunif

Approximate hypervolume for multivariate data
plot.densityMclustBounded

Plotting method for model-based mixture density estimation for bounded data
racial

Racial data
predict.densityMclustBounded

Model-based mixture density estimation for bounded data
hypvoltmvnorm

Approximate hypervolume for multivariate data
hypvolgmm_hdlevel

Default HDR level defining the GMM hull
rangepowerTransform

Range–power transformation
suicide

Suicide data
plot.MclustBounded

Plotting method for model-based clustering of bounded data
plot.MclustMEM

Plotting method for modal-clustering based on Gaussian Mixtures
predict.MclustBounded

Model-based clustering estimation for bounded data
MclustBounded

Model-based clustering for bounded data
GaussianMixtureMEM

Modal EM algorithm for Gaussian Mixtures
densityMclustBounded

Model-based mixture density estimation for bounded data
cdfDensityBounded

Cumulative distribution and quantiles of univariate model-based mixture density estimation for bounded data
MclustMEM

Modal EM algorithm for Gaussian Mixtures fitted via mclust package
MclustBoundedParameters

Recover parameters in the original scale
VaR.GMMlogreturn

Risk measures from Gaussian mixtures modeling
VaR

Financial risk measures
EntropyGMM

Gaussian mixture-based estimation of entropy
hypcube_smc

Simple Monte Carlo Sampling
GMMlogreturn

Modeling log-returns distribution via Gaussian Mixture Models
gold

Gold price log-returns