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

David Winsemius dwinsemius at comcast.net
Fri Jun 30 18:11:08 CEST 2017


> On Jun 29, 2017, at 10:02 AM, vare vare via R-help <r-help at r-project.org> wrote:
> 
> I don’t see how neither a) or b) applies to this question nor the technical merit of the remark about  mixture models.
> 
> Do you have a suggestion for a more appropriate forum for this issue/question?

CrossValidated.com, although if you frame it in terms of "I need a language specific response", they often will refer questioners back to StackOverflow. There seems to be a widespread aversion to doing people's searching for them. You should read the Posting Guide and the help pages for any online forum you consider posting to. SO has a filter that prevents LMGTFY responses, but Rhelp has no such prohibition.

http://lmgtfy.com/?q=package+to+fit+mixtures+of+student-t+distributions

> (stackoverflow basically sent me here).

I question whether "stackoverflow basically sent me here" in any meaningful sense. There is a response yesterday on StackOverflow from Ben Bolker in which he constructed a working example (which should have been provided by you) and he then illustrated the use of a function from the `teigen` package that seemed to work fairly well. There were not any comments that suggested you should use the rhelp mailing list. You have not commented on, upvoted, or accepted that answer using the mechanisms given to you by the SO people to recognize the answerer's effort or guide the "helping" process.  So one suggestion would be to:

-- show what searching you have done,  (Maybe you really do need methods advice?)

-- and why the suggestions so far are not satisfactory.

-- 
David.


> 
> Kind regards
> 
>> On 29. Jun 2017, at 16:58, Bert Gunter <bgunter.4567 at gmail.com> wrote:
>> 
>> Offlist, because this is (a) an opinion and (b) about statistics and
>> therefore offtopic.
>> 
>> I don't know whether any such package exists, but I would predict that
>> this is likely to be overdetermined (too many parameters) and
>> therefore unlikely to be a successful strategy. Fitting a mixture of
>> Gaussians is already difficult enough.
>> 
>> Feel free to ignore, of course, and no need to reply.
>> 
>> Cheers,
>> Bert
>> 
>> 
>> Bert Gunter
>> 
>> "The trouble with having an open mind is that people keep coming along
>> and sticking things into it."
>> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>> 
>> 
>> On Thu, Jun 29, 2017 at 5:41 AM, 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!
>>> 
>>> ______________________________________________
>>> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
> 
> ______________________________________________
> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius
Alameda, CA, USA



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