[Solved] R package equivalent to Matlab’s gmdistribution.fit()

by

[ad_1]

The MClust package contains the function densityMclust which produces an object that contains parameter estimates for the fitted Gaussian mixture model along with the density itself. From the MClust manual:

> densWaiting <- densityMclust(faithful$waiting)
> summary(densWaiting, parameters = TRUE)
-------------------------------------------------------
Density estimation via Gaussian finite mixture modeling
-------------------------------------------------------
Mclust E (univariate, equal variance) model with 2 components:
log.likelihood
n df
BIC
-1034 272 4 -2090.4
Clustering table:
1   2
99 173
Mixing probabilities:
1    2
0.36102 0.63898
Means:
1    2
54.619 80.094
Variances:
1    2
34.439 34.439
 A two-components mixture of Gaussian variables with the same variance is selected by BIC. The
parameter estimates can be read from the summary output.
A plot of density estimate can be obtained using the corresponding plot method:

> plot(densWaiting)    The density can also be plotted together with a histogram of the observed data by using the optional
argument data:
> plot(densWaiting, data = faithful$waiting)

[ad_2]

solved R package equivalent to Matlab’s gmdistribution.fit()