The HPFMM Procedure

Overview: HPFMM Procedure

The HPFMM procedure is a high-performance counterpart of the FMM procedure that fits statistical models to data for which the distribution of the response is a finite mixture of univariate distributions—that is, each response comes from one of several random univariate distributions that have unknown probabilities. You can use PROC HPFMM to model the component distributions in addition to the mixing probabilities. For more precise definitions and a discussion of similar but distinct modeling methodologies, see the section A Gentle Introduction to Finite Mixture Models.

The HPFMM procedure is designed to fit finite mixtures of regression models or finite mixtures of generalized linear models in which the covariates and regression structure can be the same across components or can be different. You can fit finite mixture models by maximum likelihood or Bayesian methods. Note that classical statistical models are a special case of the finite mixture models in which the distribution of the data has only a single component.

PROC HPFMM runs in either single-machine mode or distributed mode.

Note: Distributed mode requires SAS High-Performance Statistics .