<b>mixtools</b>: An<i>R</i>Package for Analyzing Finite Mixture Models

Abstract

The <b>mixtools</b> package for <code>R</code> provides a set of functions for analyzing a variety of finite mixture models. These functions include both traditional methods, such as EM algorithms for univariate and multivariate normal mixtures, and newer methods that reflect some recent research in finite mixture models. In the latter category, <b>mixtools</b> provides algorithms for estimating parameters in a wide range of different mixture-of-regression contexts, in multinomial mixtures such as those arising from discretizing continuous multivariate data, in nonparametric situations where the multivariate component densities are completely unspecified, and in semiparametric situations such as a univariate location mixture of symmetric but otherwise unspecified densities. Many of the algorithms of the <b>mixtools</b> package are EM algorithms or are based on EM-like ideas, so this article includes an overview of EM algorithms for finite mixture models.