UHMLE: Program description user guide
A program which computes maximum likelihood estimates for the general normal mixture is introduced. The program allows the user to fix any subsets of the mixture parameters; this fixed set may be redefined at various times in the iteration process. There is considerable time saved in computing the likelihoods if the diagonal form is specified. Hence, in the early iterations the diagonal assumption might be used, changing over to the full covariance mode later in the iteration process for a more refined solution. This flexibility allows the user to choose the sequence of parameter configurations in the iteration process which he feels will optimize the computation time required as well as possibly avoid convergence to suboptimal local maxima of the likelihood function.