EMMIX
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Description: Fits a mixture model of multivariate normal or t-distributions to a user supplied data set via the EM algorithm. By Geoff McLachlan.
PROGRAM EMMIX C Version 1.3 1999 C PURPOSE C The main purpose of this program is to fit a mixture model of C multivariate normal or t-distributions to a user supplied data set C This is done via the EM algorithm. A large number of other features C are included that were found to be of use when fitting mixture models. C C For information about how to run and use this program see C http:\\www.maths.uq.edu.au\~gjm\emmix\emmix.html C HISTORY C D.Peel Nov 1995 (Called NMM) C Combined with MMresamp (D.Peel Nov 1995) on Oct 1996 C Renamed MIXCLUS in 1996 C Renamed MIXFIT May 1997 C Renamed EMMIX from MIXFIT version 1.3 Oct 1998 C Version EMMIX 1.2 C Version EMMIX 1.3 fixed bugs from previous version and modified C structure to be used as a DLL in other versions C May 1999 C This is the header off the program and calls C the main loop of the program + the user interface IMPLICIT DOUBLE PRECISION (A-H,O-Z) C Constants that define array sizes at compilation time. INCLUDE 'EMMIX.max' C Global Parameters COMMON /STORE1/ SEED,RANDTYPE,IX,IY,IZ COMMON /STORE2/ FLAGS,FYLENO C INPUT PARAMETERS INTEGER FLAGS(40), ! Flags summarising options chosen (see below) & FYLENO, ! File id for output file & NIND, ! Number of points (samples, or observations) & NATT, ! Number of dimensions (variates or attributes) & NG0, ! Minimum number of groups to be tested & NG1, ! Maximum number of groups to be tested & NCOV, ! Structure of covariance matrices & IX,IY,IZ ! Random seeds DIMENSION X(MNIND,MNATT) ! Data or sample. C OTHER INPUT PARAMETERS INTEGER TIDT(MNIND), ! User defined partition of sample & USA(MNIND), ! Grouping of classified sample & RNATT, ! Reduced number of dimensions & RV(MNATT) ! Array of dimensions to be used DIMENSION TXUU(MAXNG), ! User defined NU for fitting t-dist & TXVAR(MAXNG,MNATT,MNATT), ! User defined covariance matrices & TT(MAXNG), ! User defined mixing proportions & TXMU(MAXNG,MNATT), ! User defined gro
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