EMMIXmfa

We provide functions to fit finite mixtures of multivariate normal or t-distributions to data with various factor analytic structures adopted for the covariance/scale matrices. The factor analytic structures available include mixtures of factor analyzers and mixtures of common factor analyzers. The latter approach is so termed because the matrix of factor loadings is common to components before the component-specific rotation of the component factors to make them white noise. Note that the component-factor loadings are not common after this rotation. Maximum likelihood estimators of model parameters are obtained via the Expectation-Maximization algorithm. See descriptions of the algorithms used in McLachlan GJ, Peel D (2000) McLachlan GJ, Peel D (2000) McLachlan GJ, Peel D, Bean RW (2003) McLachlan GJ, Bean RW, Ben-Tovim Jones L (2007) Baek J, McLachlan GJ, Flack LK (2010) Baek J, McLachlan GJ (2011) McLachlan GJ, Baek J, Rathnayake SI (2011) .

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