MCLUST Version 3 for R: Normal Mixture Modeling and Model-Based Clustering * †

Chris Fraley, Adrian Raftery
2006 unpublished
MCLUST is a contributed R package for normal mixture modeling and model-based clustering. It provides functions for parameter estimation via the EM algorithm for normal mixture models with a variety of covariance structures, and functions for simulation from these models. Also included are functions that combine model-based hierarchical clustering, EM for mixture estimation and the Bayesian Information Criterion (BIC) in comprehensive strategies for clustering, density estimation and
more » ... tion and discriminant analysis. There is additional functionality for displaying and visualizing the models along with clustering and classification results. A number of features of the software have been changed in this version, and the functionality has been expanded to include regularization for normal mixture models via a Bayesian prior. MCLUST is licensed by the University of Washington and distributed through CRAN; see * Funded by National Institutes of Health grant 8 R01 EB002137-02 and by Office of Naval Research grant N00014-01-1-0745. † Many users have offered comments and suggestions leading to improvements in the MCLUST documentation and software over the years. Christian Hennig and Ron Wehrens deserve special thanks in this regard. We are also indebted to Ron Wehrens for porting and maintaining earlier versions of MCLUST for R.