mixturemodelsr - R Wrapper for the Mixture-Models Python Library
First R package enabling mixture models for
high-dimensional data through gradient-based optimization with
Automatic Differentiation (AD). Provides an R interface to the
'Mixture-Models' Python package (Kasa et al., 2024) via
reticulate. Unlike traditional EM-based approaches (e.g.,
mclust, flexmix), this package uses AD and gradient-based
optimization (including second-order Newton-CG) to fit Gaussian
Mixture Models (GMM), Mixture of Factor Analyzers (MFA),
Parsimonious GMM (PGMM), MCLUST family, and t-mixture models
without requiring stringent modeling constraints, making it
suitable for high-dimensional settings where the number of
parameters exceeds the sample size. Reference: Kasa, S. R.,
Yijie, H., Kasa, S. K., & Rajan, V. (2024). Mixture-Models: a
one-stop Python Library for Model-based Clustering using
various Mixture Models. arXiv preprint arXiv:2402.10229.