package to fit mixtures of student-t distributions
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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