[R] normalmixEM does not produce the same results when run twice using the same data.

[John Sorkin]

Windows 7


I am running normalmixEM to fit two normal curves to my data. For some reason, that I don't understand, the results of running the function twice, on the same data, results in two different (although similar) sets of values. I would expect the function run twice on the same data would give exactly the same results!


I ran the program below and got the following results:


    lambda1         mu1     lambda1     lambda2     lambda2         mu2 
  0.5030387  31.5172824   0.5030387   0.4969613   0.4969613 104.9249404 
> run2
    lambda1         mu1     lambda1     lambda2     lambda2         mu2 
  0.5030406  31.5174149   0.5030406   0.4969594   0.4969594 104.9251556 





#Define data
John<-c(9.181 ,9.464 ,9.464 ,10.265 ,11.477 ,11.477 ,11.477 ,12.361,
        12.361 ,12.361 ,12.361 ,12.985 ,12.985 ,13.384 ,13.384 ,13.962,
        14.517 ,14.698 ,14.698 ,14.698 ,14.698 ,15.398 ,15.398 ,16.231,
        16.231 ,16.552 ,16.552 ,16.711 ,16.711 ,17.481 ,17.481 ,17.481,
        17.927 ,18.506 ,18.506 ,18.928 ,18.928 ,18.928 ,19.612 ,19.612,
        19.745 ,19.745 ,20.530 ,20.530 ,21.162 ,21.162 ,21.162 ,21.162,
        21.162 ,21.776 ,21.776 ,22.607 ,22.607 ,22.723 ,22.954 ,23.408,
        23.632 ,25.353 ,25.353 ,25.663 ,25.663 ,25.663 ,25.969 ,26.171,
        26.171 ,26.171 ,26.768 ,27.544 ,27.640 ,27.640 ,27.735 ,28.761,
        29.215 ,29.840 ,30.190 ,30.881 ,30.881 ,31.220 ,31.220 ,31.220,
        31.888 ,31.888 ,32.135 ,32.461 ,32.461 ,32.623 ,33.104 ,34.123,
        35.855 ,35.928 ,35.928 ,36.293 ,36.293 ,37.012 ,37.366 ,37.366,
        37.366 ,37.647 ,37.850 ,37.856 ,37.856 ,38.202 ,38.202 ,38.954,
        39.021 ,39.089 ,39.089 ,39.223 ,39.491 ,39.624 ,40.153 ,40.609,
        40.868 ,41.380 ,41.380 ,42.200 ,42.324 ,42.324 ,42.324 ,43.126,
        43.853 ,43.853 ,44.152 ,44.568 ,45.213 ,45.446 ,45.562 ,46.193,
        46.193 ,46.421 ,47.320 ,48.203 ,48.257 ,49.284 ,49.656 ,50.550,
        50.550 ,51.938 ,52.342 ,52.342 ,52.342 ,52.393 ,53.586 ,53.733,
        54.560 ,55.184 ,55.280 ,56.691 ,57.384 ,57.384 ,57.522 ,59.856,
        59.856 ,60.599 ,61.975 ,65.004 ,68.861 ,69.052 ,69.811 ,70.897,
        71.267 ,71.489 ,73.056 ,74.485 ,74.732 ,75.189 ,76.439 ,77.126,
        77.670 ,77.975 ,78.514 ,80.338 ,80.600 ,83.173 ,83.205 ,83.553,
        84.181 ,84.960 ,86.160 ,86.405 ,86.618 ,87.646 ,89.284 ,89.401,
        89.989 ,90.456 ,90.892 ,90.892 ,90.950 ,91.412 ,91.729 ,92.072,
        92.273 ,92.330 ,92.529 ,92.870 ,93.661 ,94.194 ,94.640 ,94.807,
        95.029 ,95.112 ,95.885 ,96.132 ,96.869 ,97.438 ,97.600 ,98.567,
        99.020 ,99.020 ,99.127 ,100.683 ,100.683 ,101.231 ,102.266 ,102.498,
        102.883 ,103.113 ,103.291 ,103.800 ,103.927 ,104.332 ,104.685 ,104.685,
        104.710 ,105.911 ,106.333 ,107.073 ,107.123 ,107.172 ,107.172 ,107.907,
        107.907 ,108.272 ,108.272 ,108.345 ,108.564 ,108.758 ,109.338 ,110.201,
        110.201 ,110.559 ,111.130 ,111.438 ,111.556 ,112.004 ,112.004 ,112.004,
        112.684 ,112.940 ,112.940 ,113.034 ,113.661 ,113.661 ,113.962 ,113.985,
        114.031 ,114.607 ,114.607 ,114.768 ,115.249 ,115.797 ,116.069 ,116.160,
        117.041 ,117.154 ,117.983 ,118.473 ,118.473 ,118.495 ,118.495 ,118.762,
        119.027 ,120.501 ,120.959 ,122.000 ,122.022 ,123.396 ,123.609 ,123.737,
        124.035 ,124.416 ,124.818 ,124.881 ,124.881 ,125.071 ,125.387 ,125.576,
        127.636 ,128.089 ,128.233 ,132.675 ,133.566 ,134.509 ,134.666 ,135.037,
        135.504 ,136.589 ,138.675 ,141.961 ,144.608 ,155.222 ,158.646 ,168.502)


# First run of normalmixEM
mixmdl = normalmixEM(John)
run1<-c(lambda1=mixmdl$lambda[1],mu1=mixmdl$mu[1],lambda=mixmdl$lambda,lambda2=mixmdl$lambda[2],mu2=mixmdl$mu[2])
#Second run of normalmixEM
mixmdl = normalmixEM(John)


# Results are not the same!
run2<-c(lambda1=mixmdl$lambda[1],mu1=mixmdl$mu[1],lambda=mixmdl$lambda,lambda2=mixmdl$lambda[2],mu2=mixmdl$mu[2])
run1
run2








John David Sorkin M.D., Ph.D.
Professor of Medicine
Chief, Biostatistics and Informatics
University of Maryland School of Medicine Division of Gerontology and Geriatric Medicine
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing) 


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