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