[R] Estimating parameters for a bimodal distribution

[Prof Brian Ripley]

MASS4, chapter 16 has examples of a mixture of two normals by various 
methods, very like this one, in both S-PLUS and R.

On Thu, 16 Sep 2004, George W. Gilchrist wrote:

> For several years, I have been using Splus to analyze an ongoing series of
> datasets that have a bimodal distribution. I have used the following
> functions, in particular the ms() function, to estimate the parameters: two
> means, two standard deviations, and one proportion. Here is the code I've
> been using in S:
> 
>     btmp.bi <- function(vec, p, m1, m2, sd1, sd2)
>     {
>         (exp(p)/(1+exp(p)))*dnorm(vec,mean=m1,sd=abs(sd1))+
>             (1-(exp(p)/(1+exp(p))))*dnorm(vec,mean=m2,sd=abs(sd2))
>     }
>     btmp11 <- ms( ~  - sum(log((btmp.bi(btmp1$Temp, p, m1, m2,
>              s1, s2)))), start = list(p = 0.4, m1 = 38, m2 = 40, s1
>              = 1, s2 = 1), control = list(maxiter = 200))
> 
> I have looked in the archives and tried various alternatives, especially
> optim(), but so far have had nothing but frustration. I've been running this
> in a semi-automated program on several hundred datasets a few times each
> month for several years now. I would like to figure out how to move this to
> R. Thank you for any help you might offer.
> 
> ==================================================================
> George W. Gilchrist                        Email #1: gwgilc at wm.edu
> Department of Biology, Box 8795          Email #2: kitesci at cox.net
> College of William & Mary                    Phone: (757) 221-7751
> Williamsburg, VA 23187-8795                    Fax: (757) 221-6483
> http://gwgilc.people.wm.edu/
> 
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> 

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595