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

[DaLack]

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.

[PGStats]

Look at proc FMM.

[Rick_SAS · Accepted solution]

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."