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Is there a software/fun to fit a mixture of linear models?

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silicon
silicon 2013-11-29
关闭： MATLAB Answer Bot 2021-8-20
Is there a software/fun to fit a mixture of linear models?
I have data set generated by y1 = ax + b + rand1 and y2 = px + q + rand2, where rand1 and rand2 are both Gaussian random variables with mean=zero and the same but unknown sigma. a, b, p and q are unknown parameters.
x is between [1, 2],, each data point has prior prob=0.7 belong to model I and prior prob=0.3 belong to model II.
Now, I need to find parameters a, b, p, and sigma through regression? Is there a matlab function or package for this task?
Thanks.

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