Hello! I am new to R (before used python exclusively and would actually call the R solution for this issue inside a python notebook, hope that doesn?t disqualify me right of the batch). Right now I am looking for a piece of software to fit a 1D data sample to a mixture of t-distributions. I searched quite a while already and it seems to be that this is a somehwat obscure endeavor as most search results turn up for mixture of gaussians (what I am not interested here). The most promising candidates so far are the "AdMit" and "MitSEM" R packages. However I do not know R and find the description of these packages rather comlple and it seems their core objective is not the fitting of mixtures of t?s but instead use this as a step to accomplish something else. This is in a nutshell what I want the software to accomplish: Fitting a mixture of t-distributions to some data and estimate the "location" "scale" and "degrees of freedom" for each. I hope someone can point me to a simple package, I can?t believe that this is such an obscure use case. Thanks!
Offlist, because this is (a) an opinion and (b) about statistics and therefore offtopic. I don't know whether any such package exists, but I would predict that this is likely to be overdetermined (too many parameters) and therefore unlikely to be a successful strategy. Fitting a mixture of Gaussians is already difficult enough. Feel free to ignore, of course, and no need to reply. Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Thu, Jun 29, 2017 at 5:41 AM, vare vare via R-help <r-help at r-project.org> wrote:> Hello! > > I am new to R (before used python exclusively and would actually call the R solution for this issue inside a python notebook, hope that doesn?t disqualify me right of the batch). > > Right now I am looking for a piece of software to fit a 1D data sample to a mixture of t-distributions. > > I searched quite a while already and it seems to be that this is a somehwat obscure endeavor as most search results turn up for mixture of gaussians (what I am not interested here). > > The most promising candidates so far are the "AdMit" and "MitSEM" R packages. However I do not know R and find the description of these packages rather comlple and it seems their core objective is not the fitting of mixtures of t?s but instead use this as a step to accomplish something else. > > This is in a nutshell what I want the software to accomplish: > > Fitting a mixture of t-distributions to some data and estimate the "location" "scale" and "degrees of freedom" for each. > > I hope someone can point me to a simple package, I can?t believe that this is such an obscure use case. > > Thanks! > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.
Ranjan Maitra
2017-Jun-29 16:15 UTC
[R] package to fit mixtures of student-t distributions
Would package "teigen" help? Ranjan On Thu, 29 Jun 2017 14:41:34 +0200 vare vare via R-help <r-help at r-project.org> wrote:> Hello! > > I am new to R (before used python exclusively and would actually call the R solution for this issue inside a python notebook, hope that doesn?t disqualify me right of the batch). > > Right now I am looking for a piece of software to fit a 1D data sample to a mixture of t-distributions. > > I searched quite a while already and it seems to be that this is a somehwat obscure endeavor as most search results turn up for mixture of gaussians (what I am not interested here). > > The most promising candidates so far are the "AdMit" and "MitSEM" R packages. However I do not know R and find the description of these packages rather comlple and it seems their core objective is not the fitting of mixtures of t?s but instead use this as a step to accomplish something else. > > This is in a nutshell what I want the software to accomplish: > > Fitting a mixture of t-distributions to some data and estimate the "location" "scale" and "degrees of freedom" for each. > > I hope someone can point me to a simple package, I can?t believe that this is such an obscure use case. > > Thanks! > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code.-- Important Notice: This mailbox is ignored: e-mails are set to be deleted on receipt. Please respond to the mailing list if appropriate. For those needing to send personal or professional e-mail, please use appropriate addresses.
I don?t see how neither a) or b) applies to this question nor the technical merit of the remark about mixture models. Do you have a suggestion for a more appropriate forum for this issue/question? (stackoverflow basically sent me here). Kind regards> On 29. Jun 2017, at 16:58, Bert Gunter <bgunter.4567 at gmail.com> wrote: > > Offlist, because this is (a) an opinion and (b) about statistics and > therefore offtopic. > > I don't know whether any such package exists, but I would predict that > this is likely to be overdetermined (too many parameters) and > therefore unlikely to be a successful strategy. Fitting a mixture of > Gaussians is already difficult enough. > > Feel free to ignore, of course, and no need to reply. > > Cheers, > Bert > > > Bert Gunter > > "The trouble with having an open mind is that people keep coming along > and sticking things into it." > -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) > > > On Thu, Jun 29, 2017 at 5:41 AM, vare vare via R-help > <r-help at r-project.org> wrote: >> Hello! >> >> I am new to R (before used python exclusively and would actually call the R solution for this issue inside a python notebook, hope that doesn?t disqualify me right of the batch). >> >> Right now I am looking for a piece of software to fit a 1D data sample to a mixture of t-distributions. >> >> I searched quite a while already and it seems to be that this is a somehwat obscure endeavor as most search results turn up for mixture of gaussians (what I am not interested here). >> >> The most promising candidates so far are the "AdMit" and "MitSEM" R packages. However I do not know R and find the description of these packages rather comlple and it seems their core objective is not the fitting of mixtures of t?s but instead use this as a step to accomplish something else. >> >> This is in a nutshell what I want the software to accomplish: >> >> Fitting a mixture of t-distributions to some data and estimate the "location" "scale" and "degrees of freedom" for each. >> >> I hope someone can point me to a simple package, I can?t believe that this is such an obscure use case. >> >> Thanks! >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code.
Hi: The R package below may be of use to you. https://journal.r-project.org/archive/2009-1/RJournal_2009-1_Ardia+et+al.pdf On Thu, Jun 29, 2017 at 12:15 PM, Ranjan Maitra <maitra at email.com> wrote:> Would package "teigen" help? > > Ranjan > > On Thu, 29 Jun 2017 14:41:34 +0200 vare vare via R-help < > r-help at r-project.org> wrote: > > > Hello! > > > > I am new to R (before used python exclusively and would actually call > the R solution for this issue inside a python notebook, hope that doesn?t > disqualify me right of the batch). > > > > Right now I am looking for a piece of software to fit a 1D data sample > to a mixture of t-distributions. > > > > I searched quite a while already and it seems to be that this is a > somehwat obscure endeavor as most search results turn up for mixture of > gaussians (what I am not interested here). > > > > The most promising candidates so far are the "AdMit" and "MitSEM" R > packages. However I do not know R and find the description of these > packages rather comlple and it seems their core objective is not the > fitting of mixtures of t?s but instead use this as a step to accomplish > something else. > > > > This is in a nutshell what I want the software to accomplish: > > > > Fitting a mixture of t-distributions to some data and estimate the > "location" "scale" and "degrees of freedom" for each. > > > > I hope someone can point me to a simple package, I can?t believe that > this is such an obscure use case. > > > > Thanks! > > > > ______________________________________________ > > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > > https://stat.ethz.ch/mailman/listinfo/r-help > > PLEASE do read the posting guide http://www.R-project.org/ > posting-guide.html > > and provide commented, minimal, self-contained, reproducible code. > > -- > Important Notice: This mailbox is ignored: e-mails are set to be deleted > on receipt. Please respond to the mailing list if appropriate. For those > needing to send personal or professional e-mail, please use appropriate > addresses. > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/ > posting-guide.html > and provide commented, minimal, self-contained, reproducible code.[[alternative HTML version deleted]]
Ingmar Visser
2017-Jun-30 12:36 UTC
[R] package to fit mixtures of student-t distributions
gamlss.mx can fit these I believe (although no experience with these myself) flexmix may be (relatively easily) adaptable to accomplish this as well hth, Ingmar Ingmar Visser Universitair Hoofddocent ontwikkelingspsychologie | Directeur College Psychologie Afdeling Psychologie | Faculteit Maatschappij- en Gedragswetenschappen | Universiteit van Amsterdam Bezoek | Nieuwe Achtergracht 129B | Kamer G 1.18 Post | Postbus 15933 | 1001 NK Amsterdam Pakketpost | Valckenierstraat 59 | 1018 XE Amsterdam T: +31205256723 | M: +31647260824 | e: i.visser at uva.nl On Thu, Jun 29, 2017 at 2:41 PM, vare vare via R-help <r-help at r-project.org> wrote:> Hello! > > I am new to R (before used python exclusively and would actually call the > R solution for this issue inside a python notebook, hope that doesn?t > disqualify me right of the batch). > > Right now I am looking for a piece of software to fit a 1D data sample > to a mixture of t-distributions. > > I searched quite a while already and it seems to be that this is a > somehwat obscure endeavor as most search results turn up for mixture of > gaussians (what I am not interested here). > > The most promising candidates so far are the "AdMit" and "MitSEM" R > packages. However I do not know R and find the description of these > packages rather comlple and it seems their core objective is not the > fitting of mixtures of t?s but instead use this as a step to accomplish > something else. > > This is in a nutshell what I want the software to accomplish: > > Fitting a mixture of t-distributions to some data and estimate the > "location" "scale" and "degrees of freedom" for each. > > I hope someone can point me to a simple package, I can?t believe that this > is such an obscure use case. > > Thanks! > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/ > posting-guide.html > and provide commented, minimal, self-contained, reproducible code.[[alternative HTML version deleted]]
Thanks Ranjan, that provides exactly what I need. I also got a more elaborate answer on stackoverflow (after the same question got rejected form cross validated?) with a running example for this package: https://stackoverflow.com/questions/44825529/package-to-fit-mixtures-of-student-t-distributions/44827220#44827220 <https://stackoverflow.com/questions/44825529/package-to-fit-mixtures-of-student-t-distributions/44827220#44827220> Kind regards Vare> Would package "teigen" help? > > Ranjan> > > On Thu, Jun 29, 2017 at 2:41 PM, vare vare via R-help <r-help at r-project.org <mailto:r-help at r-project.org>> wrote: > Hello! > > I am new to R (before used python exclusively and would actually call the R solution for this issue inside a python notebook, hope that doesn?t disqualify me right of the batch). > > Right now I am looking for a piece of software to fit a 1D data sample to a mixture of t-distributions. > > I searched quite a while already and it seems to be that this is a somehwat obscure endeavor as most search results turn up for mixture of gaussians (what I am not interested here). > > The most promising candidates so far are the "AdMit" and "MitSEM" R packages. However I do not know R and find the description of these packages rather comlple and it seems their core objective is not the fitting of mixtures of t?s but instead use this as a step to accomplish something else. > > This is in a nutshell what I want the software to accomplish: > > Fitting a mixture of t-distributions to some data and estimate the "location" "scale" and "degrees of freedom" for each. > > I hope someone can point me to a simple package, I can?t believe that this is such an obscure use case. > > Thanks! > > ______________________________________________ > R-help at r-project.org <mailto:R-help at r-project.org> mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help <https://stat.ethz.ch/mailman/listinfo/r-help> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html <http://www.r-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. >[[alternative HTML version deleted]]