EMMIXuskew: An R Package for Fitting Mixtures of Multivariate Skew t Distributions via the EM Algorithm
This paper describes an algorithm for fitting finite mixtures of unrestricted Multivariate Skew t (FM-uMST) distributions. The package EMMIXuskew implements a closed-form expectation-maximization (EM) algorithm for computing the maximum likelihood (ML) estimates of the parameters for the (unrestrict...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2013-11-01
|
| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/2107 |