NORMIX 360 Computer Program.
Research memorandum rept.,
NAVAL PERSONNEL AND TRAINING RESEARCH LAB SAN DIEGO CALIF
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The report gives the documentation, listing, and printouts of a sample run for the NORMIX 360 computer program. The program seeks maximum-likelihood estimates of the parameters of a mixture of multivariate normal distributions. The likelihood equations are solved iteratively by continually re-estimating the probability of membership of each sample point in each cluster until the likelihood reaches a relative maximum. The initial estimates are derived from a minimum-variance hierarchial grouping subroutine, which itself is iterative in seeking an appropriate distance function. The program prints out the means, standard deviations and inter-correlations of the variables within clusters, and the proportions of the population for each cluster. The probabilities of membership of each point in each cluster are also printed. Author
- Computer Programming and Software