norMmix

Multivariate Normal (i.e. Gaussian) Mixture Models (S3) Classes. Fitting models to data using MLE (maximum likelihood estimation) for multivariate normal mixtures via smart parametrization using the LDLt (Cholesky) decomposition. McLachlan, G. and Peel, D. (2000, ISBN:9780471006268) "Finite Mixture Models". Celeux, G. and Govaert, G. (1995) doi:10.1016/0031-3203(94)00125-6 "Gaussian parsimonious clustering models". Marron, S. and Wand, M. (1992) doi:10.1214/aos/1176348653 "Exact Mean Integrated Squared Error".