[R] package to fit mixtures of student-t distributions
vare vare
varevare at googlemail.com
Sun Jul 2 12:54:34 CEST 2017
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]]
More information about the R-help
mailing list