AdaptGauss
swMATH15510CRANAdaptGaussMaRDI QIDQ27398
Gaussian Mixture Models (GMM)
Alfred Ultsch, Onno Hansen-Goos, Michael Christoph Thrun
Last update: 2 February 2024
Copyright license: GNU General Public License, version 3.0
Software version identifier: 1.5.6, 1.0, 1.1.0, 1.2.0, 1.2.2, 1.2.3, 1.2.4, 1.3.3, 1.3.5, 1.5.4, 1.5, 1.6
Source code repository: https://github.com/cran/AdaptGauss
Multimodal distributions can be modelled as a mixture of components. The model is derived using the Pareto Density Estimation (PDE) for an estimation of the pdf. PDE has been designed in particular to identify groups/classes in a dataset. Precise limits for the classes can be calculated using the theorem of Bayes. Verification of the model is possible by QQ plot, Chi-squared test and Kolmogorov-Smirnov test. The package is based on the publication of Ultsch, A., Thrun, M.C., Hansen-Goos, O., Lotsch, J. (2015) <doi:10.3390/ijms161025897>.
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