pmcgd (version 1.1)

pmcgd-package: pmcgd - Parsimonious Mixtures of Contaminated Gaussian Distributions

Description

This package allows for fitting, according to the expectation-conditional maximization algorithm, of the family of 14 parsimonious mixtures of contaminated Gaussian distributions discussed in Punzo & McNicholas (2013). Some likelihood-based model selection criteria can be adopted to select the best model in the family and the best number of mixture components.

Details

Package:

pmcgd

Type:

Package

Version:

1.0

Date:

2013-12-10

License:

GNU-2

References

Punzo, A., and McNicholas, P. D. (2013). Outlier Detection via Parsimonious Mixtures of Contaminated Gaussian Distributions. arXiv.org e-print 1305.4669, available at: http://arxiv.org/abs/1305.4669.

See Also

MS,class