AdaptGauss

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Software:27398



swMATH15510CRANAdaptGaussMaRDI QIDQ27398

Gaussian Mixture Models (GMM)

Alfred Ultsch, Michael Christoph Thrun, Onno Hansen-Goos

Last update: 2 February 2024

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

Copyright license: GNU General Public License, version 3.0

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>.