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

[Ingmar Visser]

gamlss.mx can fit these I believe (although no experience with these myself)
flexmix may be (relatively easily) adaptable to accomplish this as well
hth, Ingmar

Ingmar Visser
Universitair Hoofddocent ontwikkelingspsychologie | Directeur College
Psychologie
Afdeling Psychologie | Faculteit Maatschappij- en Gedragswetenschappen |
Universiteit van Amsterdam
Bezoek | Nieuwe Achtergracht 129B | Kamer G 1.18
Post | Postbus 15933 | 1001 NK Amsterdam
Pakketpost | Valckenierstraat 59 | 1018 XE Amsterdam
T: +31205256723 | M: +31647260824 | e: i.visser at uva.nl

On Thu, Jun 29, 2017 at 2:41 PM, 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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