ContaminatedMixt-package: ContaminatedMixt - Parsimonious Mixtures of Contaminated Normal Distributions
Description
This package allows to fit, according to the expectation-conditional maximization algorithm, the 14 parsimonious mixtures of multivariate contaminated normal distributions, with eigen-decomposed scale matrices, introduced by Punzo and McNicholas (2015).
Model-based clustering and classification scenarios are implemented.
Likelihood-based model selection criteria can be adopted to select the parsimonious model and the number of groups.
Details
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Package: |
| ContaminatedMixt |
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Type: |
| Package |
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Version: |
| 1.0 |
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Date: |
| 2013-12-10 |
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License: |
| GNU-2 |
References
Punzo, A. and McNicholas, P. D. (2015). Parsimonious mixtures of contaminated Gaussian distributions with application to allometric studies. arXiv.org e-print 1305.4669, available at: http://arxiv.org/abs/1305.4669.