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

[Ranjan Maitra]

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!
> 
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