Re: [R] clustering: Multivariate t mixtures

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Fri 09 Sep 2005 - 07:07:13 EST

On Thu, 08 Sep 2005 15:38:55 -0500 Nicholas Lewin-Koh wrote:

> Hi,
> Before I write code to do it does anyone know of code for fitting
> mixtures of multivariate-t distributions.
> I can't use McLachan's EMMIX code because the license is "For non
> commercial use only".
> I checked, mclust and flexmix but both only do Gaussian.

The Gaussian case is available in a pre-packaged function FLXmclust(), but the flexmix framework is not limited to that case. There is a paper which appeared in the Journal of Statistical Software (http://www.jstatsoft.org/) that explains how to write new M-steps for flexmix. It is also contained in the package as   vignette("flexmix-intro")

Best,
Z

> Thanks
> Nicholas
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Fri Sep 09 07:12:16 2005

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