[R] clustering: Multivariate t mixtures

[Achim Zeileis]

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
(http://www.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
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
> http://www.R-project.org/posting-guide.html
>