This package allows to fit, according to the expectation-conditional maximization algorithm, the 14 parsimonious mixtures of multivariate contaminated normal distributions, with eigen-decomposed scale matrices, introduced by Punzo and McNicholas (2016). Model-based clustering and classification scenarios are implemented. Likelihood-based model selection criteria can be adopted to select the parsimonious model and the number of groups.
Antonio Punzo, Angelo Mazza, Paul D. McNicholas
Maintainer: Angelo Mazza <a.mazza@unict.it>
| Package: | ContaminatedMixt |
| Type: | Package |
| Version: | 1.1 |
| Date: | 2016-09-02 |
| License: | GNU-2 |
Punzo A., Mazza A. and McNicholas P. D. (2018). ContaminatedMixt: An R Package for Fitting Parsimonious Mixtures of Multivariate Contaminated Normal Distributions. Journal of Statistical Software, 85(10), 1--25.
Punzo A. and McNicholas P. D. (2016). Parsimonious mixtures of multivariate contaminated normal distributions. Biometrical Journal, 58(6), 1506--1537.
CNmixt