FlexMix: A general framework for finite mixture models and latent class regression in R

• Main Author: Leisch, Friedrich
• Format: Others
• Language: en
• Published: SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business 2003
• Subjects: Regressionsmodell / R <Programm>
• Online Access: http://epub.wu.ac.at/712/1/document.pdf

Flexmix implements a general framework for fitting discrete mixtures of regression models in the R statistical computing environment: three variants of the EM algorithm can be used for parameter estimation, regressors and responses may be multivariate with arbitrary dimension, data may be grouped, e.g., to account for multiple observations per individual, the usual formula interface of the S language is used for convenient model specification, and a modular concept of driver functions allows to interface many di_erent types of regression models. Existing drivers implement mixtures of standard linear models, generalized linear models and model-based clustering. Flexmix provides the E-step and all data handling, while the M-step can be supplied by the user to easily define new models. (author's abstract) === Series: Report Series SFB "Adaptive Information Systems and Modelling in Economics and Management Science"