topic How to estimate a Gaussian mixture model with the EM algorithm in SAS? in Statistical Procedures https://communities.sas.com/t5/Statistical-Procedures/How-to-estimate-a-Gaussian-mixture-model-with-the-EM-algorithm/m-p/267034#M14064 <P>I am trying to fit a univariate Gaussian Mixture Model with the EM algorithm. But I only found a package in R (mclust). Does anybody know an equivalent proc step in SAS 9.3?<BR /><BR /></P> <P>Many thanks in advance.</P> Thu, 28 Apr 2016 16:37:56 GMT DaLack 2016-04-28T16:37:56Z How to estimate a Gaussian mixture model with the EM algorithm in SAS? https://communities.sas.com/t5/Statistical-Procedures/How-to-estimate-a-Gaussian-mixture-model-with-the-EM-algorithm/m-p/267034#M14064 <P>I am trying to fit a univariate Gaussian Mixture Model with the EM algorithm. But I only found a package in R (mclust). Does anybody know an equivalent proc step in SAS 9.3?<BR /><BR /></P> <P>Many thanks in advance.</P> Thu, 28 Apr 2016 16:37:56 GMT https://communities.sas.com/t5/Statistical-Procedures/How-to-estimate-a-Gaussian-mixture-model-with-the-EM-algorithm/m-p/267034#M14064 DaLack 2016-04-28T16:37:56Z Re: How to estimate a Gaussian mixture model with the EM algorithm in SAS? https://communities.sas.com/t5/Statistical-Procedures/How-to-estimate-a-Gaussian-mixture-model-with-the-EM-algorithm/m-p/267067#M14065 <P>Look at <STRONG>proc FMM</STRONG>.</P> Thu, 28 Apr 2016 17:57:54 GMT https://communities.sas.com/t5/Statistical-Procedures/How-to-estimate-a-Gaussian-mixture-model-with-the-EM-algorithm/m-p/267067#M14065 PGStats 2016-04-28T17:57:54Z Re: How to estimate a Gaussian mixture model with the EM algorithm in SAS? https://communities.sas.com/t5/Statistical-Procedures/How-to-estimate-a-Gaussian-mixture-model-with-the-EM-algorithm/m-p/267092#M14066 <P>You can fit a wide range of finite mixture models by using the FMM procedure. You can<A href="http://support.sas.com/documentation/cdl/en/statug/68162/HTML/default/viewer.htm#statug_fmm_details09.htm" target="_self"> choose from the conjugate Gibbs sampler or the Metropolis-Hastings sampling algorithm</A>. To see a simple&nbsp;example of Gaussian mixtures, see <A href="http://blogs.sas.com/content/iml/2011/09/23/modeling-finite-mixtures-with-the-fmm-procedure.html" target="_self">"Modeling finite mixtures"</A>&nbsp;and <A href="http://blogs.sas.com/content/iml/2011/10/21/the-power-of-finite-mixture-models.html" target="_self">"The power of finite mixture models."</A></P> Thu, 28 Apr 2016 19:46:19 GMT https://communities.sas.com/t5/Statistical-Procedures/How-to-estimate-a-Gaussian-mixture-model-with-the-EM-algorithm/m-p/267092#M14066 Rick_SAS 2016-04-28T19:46:19Z