Datanomics

Here are some options for estimating finite mixture models in Matlab. Some allow simple univariate analysis while others allow finite regression mixtures. You have a choice of an EM or Bayesian approach.

EM algo for 1-dimensional Gaussian Mixture Model

GMMBayes

Bayesian model (contact author for code)

Just use the Terminal:

Quick tip: the default Archive Utility in Leopard can’t handle password protected files. If you don’t have a copy of stuffit to hand, you can always open up the terminal and use the command unzip [filename] which will prompt you for the password.