Mixplots of normal mixtures in R

mixplot.R

library(mclust)
mixplot <- function(ts,plot=TRUE) {
  rng=seq(from=min(ts),to=max(ts),by=(max(ts)-min(ts))/1000)
  mcp = Mclust(ts)$par
  mat=cbind(mcp$mean,mcp$var$sigmasq,mcp$pro)
  dens=apply(mat[,-3],1,function(x) dnorm(rng,mean=x[1],sd=sqrt(x[2])))
  f=dens%*%mat[,3]
  
  if (plot) {
    hist(ts,breaks=100,border="gray",probability=TRUE,main="")
    lines(rng,f,lty=2)
  }
  
  result = list(mean=as.vector(mcp$mean), sigmasq=as.vector(mcp$var$sigmasq),proportion=as.vector(mcp$pro))
  
  return(result)
}

# you feed it data and out you get a histogram with
# a line plot of a normal mixture estimated using the Mclust
# package
# the function plots by default, but you can supress to chart
# and only get the Mclust output

mixplot(c(rnorm(1000,0,0.5),rnorm(400,1.5,0.1),rnorm(600,2.5,0.5)))