Programming the statistical procedures from SAS

How to estimate a Gaussian mixture model with the EM algorithm in SAS?

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How to estimate a Gaussian mixture model with the EM algorithm in SAS?

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?

Many thanks in advance.


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‎04-29-2016 03:49 AM
SAS Super FREQ
Posts: 3,306

Re: How to estimate a Gaussian mixture model with the EM algorithm in SAS?

[ Edited ]

You can fit a wide range of finite mixture models by using the FMM procedure. You can choose from the conjugate Gibbs sampler or the Metropolis-Hastings sampling algorithm. To see a simple example of Gaussian mixtures, see "Modeling finite mixtures" and "The power of finite mixture models."

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Respected Advisor
Posts: 4,606

Re: How to estimate a Gaussian mixture model with the EM algorithm in SAS?

Look at proc FMM.

PG
Solution
‎04-29-2016 03:49 AM
SAS Super FREQ
Posts: 3,306

Re: How to estimate a Gaussian mixture model with the EM algorithm in SAS?

[ Edited ]

You can fit a wide range of finite mixture models by using the FMM procedure. You can choose from the conjugate Gibbs sampler or the Metropolis-Hastings sampling algorithm. To see a simple example of Gaussian mixtures, see "Modeling finite mixtures" and "The power of finite mixture models."

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