文章基本信息

标题：The EMMIX Algorithm for the Fitting of Normal and t-Components
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作者：Geoff McLachlan ; David Peel
期刊名称：Journal of Statistical Software
印刷版ISSN：1548-7660
电子版ISSN：1548-7660
出版年度：1999
卷号：4
期号：1
页码：1-14
语种：English
出版社：University of California, Los Angeles
摘要：We consider the fitting of normal or t-component mixture models to multivariate data, using maximum likelikhood via the EM algorithm. This approach requires the initial specification of an initial estimate of the vector of unknown parameters, or equivalently of an initial classification of the data with respect to the components of the mixture model under fit. We describe an algorithm called EMMIX that automatically undertakes this fitting: including the provision of suitable initial values if not supplied by the user. The EMMIX algorithm has several options, including the option to carry out a resampling-based test for the number of components in the mixture model.