ex_bix
is a richer example with mixtures where you analyze some
simulated data consisting of mixture observations plus a small portion of
outliers (simulated from another density). To assess the fit provided by
mixture models with different numbers of components, the BIC (Bayesian
Information Criterion) is used [5]. The aim of this example is not
to promote the use of BIC for selecting the number of component in a mixture
model (see the comments in ex_bix
concerning the sensitivity of the
procedure to various parameters of the analysis) but rather to illustrate the
use of H2M functions in a more ``realistic'' setting.