FMM: Stata module to estimate finite mixture models

fmm fits a finite mixture regression model using maximum likelihood estimation. The model is a J-component finite mixture of densities, with the density within a class (j) allowed to vary in location and scale. Optionally, the mixing probabilities may be specified with covariates. fmm currently fits mixtures of the following distributions: Gamma, Normal (Gaussian), Lognormal, Negative binomial 1 & 2 (mean and constant dispersion), Poisson, Student-t (with fixed degrees of freedom)