Team : mistis
MixMod (Mixture Modelling) freeware
Participant : Grégory Noulin.
Joint work with Christophe Biernacki and Florent Langrognet (Université de Franche-Comté) and Gérard Govaert (Université de Technologie de Compiègne).
MixMod (Mixture Modelling) software fits multivariate Gaussian mixtures to a given data set with either a density estimation, a cluster analysis or a discriminant analysis point of view. This software is original in three ways.
A large variety of algorithms to estimate the mixture parameters are proposed (EM, Classification EM, Stochastic EM) and it is possible to combine them to lead to different strategies to get a sensible maximum of the likelihood function.
Moreover, 28 different mixture models can be considered according to different assumptions on the component variance matrix eigenvalue decomposition.
Finally, different information criteria for choosing a parsimonious model, some of them favoring a cluster analysis view point, are included.
Written in C++, MixMod is easily interfaced with Scilab and Matlab. It can be downloaded at the following URL: http://www-math.univ-fcomte.fr/mixmod/index.php.