[R] package to fit mixtures of student-t distributions
i.visser at uva.nl
Fri Jun 30 14:36:25 CEST 2017
gamlss.mx can fit these I believe (although no experience with these myself)
flexmix may be (relatively easily) adaptable to accomplish this as well
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On Thu, Jun 29, 2017 at 2:41 PM, vare vare via R-help <r-help at r-project.org>
> 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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