Fits mixtures of multivariate t-distributions (with eigen-decomposed covariance structure) via the expectation conditional-maximization algorithm under a clustering or classification paradigm.
| Package: | teigen |
| Type: | Package |
| Version: | 2.2.2 |
| Date: | 2018-02-15 |
| License: | GPL (>=2) |
| LazyLoad: | yes |
Andrews JL, Wickins JR, Boers NM, and McNicholas PD (2018). ``teigen: An R package for model-based clustering and classification via the multivariate t distribution'' Journal of Statistical Software 83(7), 1--32.
Andrews JL and McNicholas PD (2012). ``Model-based clustering, classification, and discriminant analysis with the multivariate t-distribution: The tEIGEN family'' Statistics and Computing 22(5), 1021--1029.
Andrews JL, McNicholas PD, and Subedi S (2011) ``Model-based classification via mixtures of multivariate t-distributions'' Computational Statistics and Data Analysis 55, 520--529.
teigen for main function