Tools for Analyzing Finite Mixture Models

Analyzes finite mixture models for various parametric and semiparametric settings. This includes mixtures of parametric distributions (normal, multivariate normal, multinomial, gamma), various Reliability Mixture Models (RMMs), mixtures-of-regressions settings (linear regression, logistic regression, Poisson regression, linear regression with changepoints, predictor-dependent mixing proportions, random effects regressions, hierarchical mixtures-of-experts), and tools for selecting the number of components (bootstrapping the likelihood ratio test statistic, mixturegrams, and model selection criteria). Bayesian estimation of mixtures-of-linear-regressions models is available as well as a novel data depth method for obtaining credible bands. This package is based upon work supported by the National Science Foundation under Grant No. SES-0518772.


Changes in mixtools 1.1.0

  • 2017-03-10

  • Properly registered native routines for internal C code to conform with R-devel checks.

  • Fixed some inconsistencies with the S3 methods used.

  • Added tauequivnormalmixEM() to search for a local maximum of the likelihood surface for a univariate finite mixture of normals with possible equality constraints on the stdev parameters.

  • Added expRMM_EM() for fitting univariate finite mixtures-of-exponentials with right censoring. Some associated distribution functions for this calculation were also added.

  • Added weibullRMM_SEM(), which is a stochastic EM algorithm for estimating Reliability Mixture Models (RMM) with censoring.

  • Added spRMM_SEM(), which is a stochastic EM algorithm for estimating a semiparametric Scaling RMM with censoring.

  • Corrected an issue with loading WaterdataFull.

  • Removed dependency on 'boot' package and revised code in the appropriate functions. Thanks to Tim Hesterberg and Karl Millar of Google for this suggestion.

  • Updated some help files.

Changes in mixtools 1.0.4

  • 2016-01-11

  • Added mvnpEM() and some related functions, which are multivariate blocks extension to the npEM() function.

  • Updated some help files.

Changes in mixtools 1.0.3

  • 2015-04-17

  • Updated the maintainer's contact e-mail.

  • Added a new npMSL() version, with k-fold cross-validation.

  • Fixed some errors in the examples due to change in format to the Waterdata dataset.

  • Updated some references.

Changes in mixtools 1.0.2

  • 2014-05-13

  • Fixed an indexing error in the boot.comp() function.

  • Updated some references.

Changes in mixtools 1.0.1

  • 2014-01-01

  • Fixed a small bug to the boot.comp() function.

  • Added more complete version of Waterdata dataset, which includes all 579 children originally measured along with age and sex information

Changes in mixtools 1.0.0

  • 2013-10-05

  • Started a NEWS file as of this version. New capabilities include:

  • A normalmixMMlc() function was added, for mixtures of univariate Normals with linear constraints on both the means and the variances parameters, requiring a MM-type algorithm.

  • A spEMsymlocN01() function was added, implementing a specific semiparametric EM-like algorithm for univariate mixture in False Discovery Rate (FDR) estimation, in which setup one component is known and set to the standard normal whereas the second component is semiparametric. Functions for plotting the results from this algorithm and for FDR estimation from its output have also been added.

  • Some documentation (Rd) files have been updated for examples, and some reference papers in EM-related Rd files have been updated.

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.2.0 by Derek Young, 2 years ago

Browse source code at

Authors: Derek Young [aut, cre] , Tatiana Benaglia [aut] , Didier Chauveau [aut] , David Hunter [aut] , Ryan Elmore [ctb] , Thomas Hettmansperger [ctb] , Hoben Thomas [ctb] , Fengjuan Xuan [ctb]

Documentation:   PDF Manual  

Task views: Cluster Analysis & Finite Mixture Models, Probability Distributions

GPL (>= 2) license

Imports kernlab, MASS, segmented, stats, survival

Imported by AFM, CEDA, DSWE, EntropyMCMC, IMIX, MiRKAT, Surrogate, ddpcr, enviGCMS, ggrasp, kernplus, l1kdeconv, opGMMassessment, ztpln.

Depended on by MisRepARMA.

Suggested by BSL, FCPS, Seurat, latrend, mable, plotGMM, plotmm.

See at CRAN