Mixture of Student t Distributions using Importance Sampling and Expectation Maximization

Flexible multivariate function approximation using adapted Mixture of Student t Distributions. Mixture of t distribution is obtained using Importance Sampling weighted Expectation Maximization algorithm.


// // Changes and Bug Fixes // 1.0 to 1.1

  • MitISEM output list is extended to include IS weights
  • fixed bug in Mvgt
  • fixed bug in fn.optimt (thanks to Philippe van Leeuwen)
  • fnISEM extended to allow scalar 'theta'
  • References updated 1.1 to 1.2
  • Journal of Statistical Software reference added

Reference manual

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1.2 by N. Basturk, 4 years ago


Browse source code at https://github.com/cran/MitISEM

Authors: N. Basturk , L.F. Hoogerheide , A. Opschoor , H.K. van Dijk

Documentation:   PDF Manual  

Task views:

GPL (>= 3) license

Imports mvtnorm

Suggests AdMit

See at CRAN