The MIXMOD (MIXture MODelling) software fits mixture models to a given data set with a density estimation, a clustering or a discriminant analysis purpose.
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 in order to get a sensible maximum of the likelihood (or complete-data likelihood) function.
Moreover, different information criteria for choosing a parsimonious model (the number of mixture components, for instance), some of them favoring either a cluster analysis or a discriminant analysis view point, are included.
Written in C++, MIXMOD is interfaced with MATLAB.
2006-06-22 : Mixmod 1.7.1 is available
2007-02-06 : Mixmod 2.0 is available :
this new major release includes the treatment of qualitative data
see : http://www-math.univ-fcomte.fr/mixmod/news.php