Gaussian Mixture Modelling for Model-Based Clustering, Classification, and Density Estimation

Gaussian finite mixture models fitted via EM algorithm for model-based clustering, classification, and density estimation, including Bayesian regularization, dimension reduction for visualisation, and resampling-based inference.


News

Version 5.2 (2016-03) o added argument 'x' to Mclust() to use BIC values from previous computations to avoid recomputing for the same models. The same argument and functionality was already available in mclustBIC(). o added argument 'x' to mclustICL() to use ICL values from previous computations to avoid recomputing for the same models. o corrected a bug on plot.MclustBootstrap for the "mean" and "var" in the univariate case. o modified uncertainty plots. o introduction of as.Mclust and as.densityMclust to convert object to specific mclust classes. o solved a numerical accuracy problem in qclass when the scale of x is (very) large by making the tolerance eps scale dependent. o use transpose subroutine instead of non-Fortran 77 TRANSPOSE function in mclustaddson.f o predict.Mclust and predict.MclustDR implement a more efficient and accurate algorithm for computing the densities.

Version 5.1 (2015-10) o fix slow convergence for VVE and EVE models. o fix a bug in orientation for model VEE. o add an extra M-step and parameters update in Mclust call via summaryMclustBIC.

Version 5.0.2 (2015-07) o add option to MclustBootstrap for using weighted likelihood bootstrap. o add a plot method to MclustBootstrap. o add errorBars function. o add clPairsLegend function. o add covw function. o fix rescaling of mixing probabilities in new models. o bug fixes.

Version 5.0.1 (2015-04) o bug fixes. o add print method to hc.

Version 5.0.0 (2015-03) o added the four missing models (EVV, VEE, EVE, VVE) to the mclust family. A noise component is allowed, but no prior is available. o added mclustBootstrapLRT function (and print and plot methods) for selecting the number of mixture components based on the bootstrap sequential likelihood ratio test. o added MclustBootstrap function (and print and summary methods) for performing bootstrap inference. This provides standard errors for parameters and confidence intervals. o a "A quick tour of mclust" vignette is included as html generated using rmarkdown and knitr. Older vignettes are included as other documentation for the package. o modified arguments to mvn2plot to control colour, lty, lwd, and pch of ellipses and mean point. o added functions emX, emXII, emXXI, emXXX, cdensX, cdensXII, cdensXXI, and cdensXXX, to deal with single-component cases, so calling the em function works even if G = 1. o small changes to icl.R, now icl is a generic method, with specialized methods for 'Mclust' and 'MclustDA' objects. o bug fixes for transformations in the initialization step when some variables are constant (i.e. the variance is zero) or a one-dimensional data is provided. o change the order of arguments in hc (and all the functions calling it). o small modification to CITATION file upon request of CRAN maintainers. o small bug fixes.

Version 4.4 (2014-09) o add option for using transformation of variables in the hierarchical initialization step. o add quantileMclust for computing the quantiles from a univariate Gaussian mixture distribution. o bug fixes on summaryMclustBIC, summaryMclustBICn, Mclust to return a matrix of 1s on a single column for z even in the case of G = 1. This is to avoid error on some plots. o pdf files (previously included as vignettes) moved to inst/doc with corresponding index.html.

Version 4.3 (2014-03) o bug fix for logLik.MclustDA() in the univariate case. o add argument "what" to predict.densityMclust() function for choosing what to retrieve, the mixture density or component density. o hc function has an additional parameter to control if the original variables or a transformation of them should be used for hierarchical clustering. o included "hcUse" in mclust.options to be passed as default to hc(). o original data (and class for classification models) are stored in the object returned by the main functions. o add component "hypvol"" to Mclust object which provide the hypervolume of the noise component when required, otherwise is set to NA. o add a warning when prior is used and BIC returns NAs. o bug fixes for summary.Mclust(), print.summary.Mclust(), plot.Mclust() and icl() in the case of presence of a noise component. o some plots on plot.MclustDR() require plot.new() before calling plot.window().
o bug fixes for MclustDR() when p=1. o correction to Mclust man page. o bug fixes.

Version 4.2 (2013-07) o fix bug in sim* functions when no obs are assigned to a component. o MclustDA allows to fit a single class model. o fix bug in summary.Mclust when a subset is used for initialization. o fix a bug in the function qclass when ties are present in quantiles, so it always return the required number of classes. o various small bug fixes.

Version 4.1 (2013-04) o new icl function for computing the integrated complete-data likelihood o new mclustICL function with associated print and plot methods o print.mclustBIC shows also the top models based on BIC o modified summary.Mclust to return also the icl o rewrite of adjustedRandIndex function. This version is more efficient for large vectors o updated help for adjustedRandIndex o modifications to MclustDR and its summary method o changed behavior of plot.MclustDR(..., what = "contour") o improved plot of uncertainty for plot.MclustDR(..., what = "boundaries") o corrected a bug for malformed GvHD data o corrected version of qclass for selecting initial values in case of 1D data when successive quantiles coincide o corrected version of plot BIC values when only a single G component models are fitted o various bug fixes

Version 4.0 (2012-08) o new summary and print methods for Mclust. o new summary and print methods for densityMclust. o included MclustDA function and methods. o included MclustDR function and methods. o included me.weighted function. o restored hierarchical clustering capability for the EEE model (hcEEE). o included vignettes for mclust version 4 from Technical Report No. 597 and for using weights in mclust. o adoption of GPL (>= 2) license.

Version 3.5 (2012-07) o added summary.Mclust o new functions for plotting and summarizing density estimation o various bug fixes o clustCombi (code and doc provided by Jean-Patrick Baudry) o bug fix: variable names lost when G = 1

Version 3.4.11 (2012-01) o added NAMESPACE

Version 3.4.10 (2011-05) o removed intrinsic gamma

Version 3.4.9 (2011-05) o fixed hypvol function to avoid overflow o fixed hypvol helpfile value description o removed unused variables and tabs from source code o switched to intrinsic gamma in source code o fixed default warning in estepVEV and mstepVEV

Version 3.4.8 (2010-12) o fixed output when G = 1 (it had NA for the missing "z" component)

Version 3.4.7 (2010-10) o removed hierarchical clustering capability for the EEE model (hcEEE) o The R 2.12.0 build failed due to a 32-bit Windows compiler error, forcing removal of the underlying Fortran code for hcEEE from the package, which does not contain errors and compiles on other platforms.

Version 3.4.6 (2010-08) o added description of parameters output component to Mclust and o summary.mclustBIC help files

Version 3.4.5 (2010-07) o added densityMclust function

Version 3.4.4 (2010-04) o fixed bug in covariance matrix output for EEV and VEV models

Version 3.4.3 (2010-02) o bug fixes

Version 3.4.2 (2010-02) o moved CITATION to inst and used standard format o BibTex entries are in inst/cite o fixed bug in handling missing classes in mclustBIC o clarified license wording

Version 3.4.1 (2010-01) o corrected output description in mclustModel help file o updated mclust manual reference to show revision

Version 3.4 (2009-12) o updated defaultPrior help file o added utility functions for imputing missing data with the mix package o changed default max # of mixture components in each class from 9 to 3

Version 3.3.2 (2009-10) o fixed problems with \cr in mclustOptions help file

Version 3.3.1 (2009-06) o fixed plot.mclustBIC/plot.Mclust to handle modelNames o changed "orientation" for VEV, VVV models to be consistent with R eigen() and the literature o fixed some problems including doc for the noise option o updated the unmap function to optionally include missing groups

Version 3.3 (2009-06) o fixed bug in the "errors" option for randProj o fixed boundary cases for the "noise" option

Version 3.2 (2009-04) o added permission for CRAN distribution to LICENSE o fixed problems with help files found by new parser o changed PKG_LIBS order in src/Makevars o fixed Mclust to handle sampling in data expression in call

Version 3.1.10 (2008-11) o added EXPR = to all switch functions that didn't already have it

Version 3.1.9 (2008-10) o added pro component to parameters in dens help file o fixed some problems with the noise option

Version 3.1.1 (2007-03) o Default seed changed in sim functions. o Model name check added to various functions. o Otherwise backward compatible with version 3.0

Version 3.1 (2007-01) o Most plotting functions changed to use color. o Mclust/mclustBIC fixed to work with G=1 o Otherwise backward compatible with version 3.0.

Version 3.0 (2006-10) o New functionality added, including conjugate priors for Bayesian regularization. o Backward compatibility is not guaranteed since the implementation of some functions has changed to make them easier to use or maintain.

Reference manual

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