[R] univariate normal mixtures

Joke Allemeersch Joke.Allemeersch at esat.kuleuven.ac.be
Thu Jul 17 17:58:25 CEST 2003


Hello,

I have a concrete statistical question:
I have a sample of an univariate mixture of an unknown number (k) of 
normal distributions, each time with an unknown mean `m_i' and a 
standard deviation `k * m_i', where k is known factor constant for all 
the normal distributions. (The `i' is a subscript.)
Is there a function in R that can estimate the number of normal 
distributions k and the means `m_i' for the different normal 
distributions from a sample?  Or evt. a function that can estimate the 
`m_i', when the number of distributions `k' is known?
So far I only found a package, called `normix'.  But at first sight it 
only provides methods to sample from such distributions and to estimate 
the densities; but not to fit such a distribution.
Can someone indicate where I can find an elegant solution?

Thank you in advance

Joke Allemeersch

Katholieke universiteit Leuven.
Belgium.




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