[R] package to fit mixtures of student-t distributions

vare vare varevare at googlemail.com
Thu Jun 29 14:41:34 CEST 2017


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.


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