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FlexMix A general framework for finite
FlexMix: A general framework for
finite mixture models and latent class
regression in R
Friedrich Leisch
Report No. 86
December 2003
December 2003
SFB
‘Adaptive Information Systems and Modelling in Economics and Management
Science’
Vienna University of Economics
and Business Administration
Augasse 2–6, 1090 Wien, Austria
in cooperation with
University of Vienna
Vienna University of Technology
http://www.wu-wien.ac.at/am
This piece of research was supported by the Austrian Science Foundation (FWF)
under grant SFB#010 (‘Adaptive Information Systems and Modelling in Economics
and Management Science’).
FlexMix: A general framework for finite
mixture models and latent class regression in R
Friedrich Leisch
Institut fu?r Statistik und Wahrscheinlichkeitstheorie
Technische Universita?t Wien
Wiedner Hauptstra?e 8-10/107, 1040 Wien, Austria
〈Friedrich.Leisch@ci.tuwien.ac.at〉
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.
1 Introduction
Finite mixture models have been used for more than 100 years, but have seen a real boost in
popularity over the last decade due to the tremendous increase in available computing power.
The areas of application of mixture models range from biology and medicine to physics, eco-
nomics and marketing. On
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