２峰性のGMM（混合ガウス分布）をRのEMアルゴリズムで求める

http://stats.stackexchange.com/questions/59237/applying-bayes-estimating-a-bimodal-distribution

mixtoolsを使う

library(mixtools)
data(faithful)
plot(density(faithful$waiting), las=1, col="steelblue", lwd=2, main="")
out <- normalmixEM(faithful$waiting, k=2, epsilon = 1e-03, fast=TRUE)

summary(out)    

summary of normalmixEM object:
          comp 1    comp 2
lambda  0.361283  0.638717
mu     54.628096 80.099412
sigma   5.882584  5.859425
loglik at estimate:  -1034.002