Kullback-Leibler Optimal Gaussian Mixture Proxies for Target Densities R package proxymix version 0.16.0 Fits multivariate Gaussian-mixture proxies that are Kullback-Leibler optimal to user-supplied target densities on real Euclidean space. Three fitting regimes are unified under one verb: (i) closed-form moment matching for a single component, (ii) classical expectation-maximisation when independent samples are available, and (iii) importance-sampled expectation-maximisation that minimises the Kullback-Leibler divergence when the target can be evaluated point-wise but not (cheaply) sampled. Closed-form Gaussian-mixture operators (density, sampling, marginalisation, conditioning, divergence) round out the toolkit. The conditioning operator drives multiple imputation of data missing at random, covering the multimodal and heteroscedastic cases a single-Gaussian model cannot represent. Implements the regime hierarchy of van der Hoek and Elliott (2024) <doi:10.1080/07362994.2024.2372605>. Software Depends: R (>= 4.3) Imports: S7, stats, mvnfast, cli, rlang, data.table, withr Suggests: mclust, mice, generics, ggplot2, viridis, patchwork, knitr, rmarkdown, testthat (>= 3.0.0), vdiffr, spelling, covr Max Moldovan <max.moldovan@gmail.com> Comprehensive R Archive Network (CRAN) Max Moldovan [aut, cre] (ORCID: <https://orcid.org/0000-0001-9680-8474>), John van der Hoek [aut] MIT + file LICENSE (https://CRAN.R-project.org/package=proxymix/LICENSE) 2026-10-08 application/tgz https://CRAN.R-project.org/package=proxymix doi:10.32614/CRAN.package.proxymix en-AU