Hi, Before I write code to do it does anyone know of code for fitting mixtures of multivariate-t distributions. I can't use McLachan's EMMIX code because the license is "For non commercial use only". I checked, mclust and flexmix but both only do Gaussian. Thanks Nicholas
On Thu, 08 Sep 2005 15:38:55 -0500 Nicholas Lewin-Koh wrote:> Hi, > Before I write code to do it does anyone know of code for fitting > mixtures of multivariate-t distributions. > I can't use McLachan's EMMIX code because the license is "For non > commercial use only". > I checked, mclust and flexmix but both only do Gaussian.The Gaussian case is available in a pre-packaged function FLXmclust(), but the flexmix framework is not limited to that case. There is a paper which appeared in the Journal of Statistical Software (jstatsoft.org) that explains how to write new M-steps for flexmix. It is also contained in the package as vignette("flexmix-intro") Best, Z> Thanks > Nicholas > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > R-project.org/posting-guide.html >