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FlexMix: A General Framework for Finite Mixture Models and Latent Class Regression in R

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  • Leisch, Friedrich

Abstract

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 different 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.

Suggested Citation

  • Leisch, Friedrich, 2004. "FlexMix: A General Framework for Finite Mixture Models and Latent Class Regression in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 11(i08).
    • Handle: RePEc:jss:jstsof:v:011:i08
    DOI: http://hdl.handle.net/10.18637/jss.v011.i08
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    1. Wayne DeSarbo & William Cron, 1988. "A maximum likelihood methodology for clusterwise linear regression," Journal of Classification, Springer;The Classification Society, vol. 5(2), pages 249-282, September.
    2. Michel Wedel & Wayne DeSarbo, 1995. "A mixture likelihood approach for generalized linear models," Journal of Classification, Springer;The Classification Society, vol. 12(1), pages 21-55, March.
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