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


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)

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