Estimates the parameters of normal mixtures by penalized likelihood methods (with exact Newton's method in multivariate case).


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Documentation for package ‘pGME’ version 1.0

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pGME-package Estimates the parameters of finite normal mixtures by penalized likelihood methods (with the exact Newton's method in the multivariate case).
convert_object Converts an object of the class normalMixtureModel into a vector.
createNormalMixtureModel creates a mixture model object
gaussianMixtureMLE estimating (penalized) MLE
logliDerivatives Calculates the analytical derivatives of the penalized log-likelihood function in the multivariate case.
mat2vec This function produces a row wise half-vectorization of a D x D matrix.
maxAposteriori maximum a posteriori estimates
normalMixtureModel-class class for normal mixtures
pGME Estimates the parameters of finite normal mixtures by penalized likelihood methods (with the exact Newton's method in the multivariate case).
plot-method plot the density of a normal mixture
plotComponents plot single components of a normal mixture
show-method output on the console of a mixture model
simulate-method simulate data of a normal mixture