norMmix

Direct MLE for Multivariate Normal Mixture Distributions

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Multivariate Normal (i.e. Gaussian) Mixture Models (S3) Classes. Fitting models to data using 'MLE' (maximum likelihood estimation) for multivariate normal mixtures via smart parametrization using the 'LDL' (Cholesky) decomposition, see McLachlan and Peel (2000, ISBN:9780471006268), Celeux and Govaert (1995) doi:10.1016/0031-3203(94)00125-6.

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