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.
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."
Look at proc FMM.
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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