Learn R Programming

EMMIXskew (version 1.0.3)

The EM Algorithm and Skew Mixture Distribution

Description

EM algorithm for Fitting Mixture of Multivariate Skew Normal and Skew t Distributions. An implementation of the algorithm described in Wang, Ng, and McLachlan (2009) .

Copy Link

Version

Install

install.packages('EMMIXskew')

Monthly Downloads

12

Version

1.0.3

License

GPL

Maintainer

Sharon X Lee

Last Published

February 13th, 2018

Functions in EMMIXskew (1.0.3)

getSWR

Calculate modes
initEmmix

Initialize Emmix Parameters
mvt.dof

Degrees of freedom
inverse

Inverse of a covariance matrix
bootstrap

Bootstrap
conplot

Functions of Contours
ddmvt

The Multivariate t-Distribution
error.rate

Error Rate
ddmst

The Multivariate Skew t-distribution
EmSkew

The EM Algorithm and Skew Mixture Models
EmSkew.contours

Scatter plot and Contours
EmSkewMOD

Calculate modes
ddmix

Density Functions of Mixture Models
rdemmix

Simulate Data Using Mixture Models
ddmvn

The Multivariate Normal Distribution
EmSkewfit

Fit the Multivariate Skew Mixture Models
ddmsn

The Multivariate Skew Normal Distribution
getICL

The ICL criterion
getcov

Covariance