The Expectation-Maximization (EM) algorithm is a statistical method used to find maximum likelihood estimates of the parameters of a probabilistic model in the presence of latent variables. It is widely used for clustering analysis and mixture models.
The Mclust
package in R provides several functions for fitting mixture models with EM. In order to use EM for clustering, we need to first define the appropriate probabilistic model for the data. Here is an example of how to perform EM clustering using the Mclust
package in R:
main.r291 chars14 lines
Here, we generate some two-dimensional data with two distinct groups. We then use the Mclust
function to fit a mixture model with two components using EM. Finally, we plot the classification results to show which data points are assigned to each component.
Note that the Mclust
function automatically selects the number of components using a Bayesian Information Criterion (BIC) criterion. However, it is also possible to specify the number of components using the G
parameter.
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