Packages for Estimating Finite Mixtures: A Review

We review five packages for estimating finite mixtures, BINOMIX, C.A. MAN, MIX, and the maximum likelihood routines of BMDP and STATA. The focus of the review is on numerical issues rather than matters such as user interface because the success or failure of an algorithm to yield a mixture model is likely to be the most important issue facing a researcher. The problem of suitable initial values is discussed throughout.