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

[Mark Leeds]

Hi: The R package below may be of use to you.

https://journal.r-project.org/archive/2009-1/RJournal_2009-1_Ardia+et+al.pdf


On Thu, Jun 29, 2017 at 12:15 PM, Ranjan Maitra <maitra at email.com> wrote:

> 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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