Hi, Peng,
I had a piece of SAS code for 2-class gaussian mixture from my blog.
You might convert it to R code.
2-Class Gaussian Mixture Model in SAS
data d1;
do i = 1 to 100;
x = ranuni(1);
e = rannor(1);
y = 5 * x + e;
output;
end;
run;
data d2;
do i = 1 to 100;
x = ranuni(2);
e = rannor(2);
y = 15 + 10 * x - 5 * x ** 2 + e;
output;
end;
run;
data data;
set d1 d2;
run;
proc nlmixed data = data tech = quanew maxiter = 1000;
parms b10 = 0 b11 = 5 b12 = 0 b20 = 15 b21 = 10 b22 = -5
prior = 0.1 to 0.9 by 0.01 sigma = 1;
mu1 = b10 + b11 * x + b12 * x * x;
mu2 = b20 + b21 * x + b22 * x * x;
pi = constant('pi');
P1 = 1 / (((2 * pi) ** 0.5) * sigma) * exp(-0.5 * ((y - mu1) / sigma) ** 2);
P2 = 1 / (((2 * pi) ** 0.5) * sigma) * exp(-0.5 * ((y - mu2) / sigma) ** 2);
LH = P1 * prior + P2 * (1 - prior);
LL = log(LH);
model y ~ general(LL);
run;
/*
Parameter Estimates
Standard
Parameter Estimate Error DF t Value Pr > |t| Alpha
b10 -0.1744 0.3450 200 -0.51 0.6137 0.05
b11 5.3426 1.5040 200 3.55 0.0005 0.05
b12 -0.06454 1.4334 200 -0.05 0.9641 0.05
b20 15.3652 0.3099 200 49.57 <.0001 0.05
b21 9.6297 1.4970 200 6.43 <.0001 0.05
b22 -5.4795 1.4776 200 -3.71 0.0003 0.05
prior 0.5000 0.03536 200 14.14 <.0001 0.05
sigma 1.0049 0.05025 200 20.00 <.0001 0.05
*/
On 6/22/08, Peng Jiang <[EMAIL PROTECTED]> wrote:
>
>
> Hi,
> Is there any package that I can use to simulate the Gaussian Mixture Model
> , which is a mixture modeling method that is widely used in statistical
> learning theory.
> I know there is a mclust, however, I think it is a little bit different
> from my problem.
> Thanks very much..
>
> regards.
>
>
>
>
>
>
>
>
> --------------------------
> Peng Jiang
> 江鹏
> Ph.D. Candidate
>
> Antai College of Economics & Management
> 安泰经济管理学院
> Department of Mathematics
> 数学系
> Shanghai Jiaotong University (Minhang Campus)
> 800 Dongchuan Road
> 200240 Shanghai
> P. R. China
>
> ______________________________________________
> R-help@r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>
--
===============================
WenSui Liu
Acquisition Risk, Chase
Email : [EMAIL PROTECTED]
Blog : statcompute.spaces.live.com
===============================
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