norMmix (Q7387007)
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Direct MLE for Multivariate Normal Mixture Distributions
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | norMmix |
Direct MLE for Multivariate Normal Mixture Distributions |
Statements
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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9 September 2024
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