MitISEM (version 1.2)

Mixture of Student t Distributions using Importance Sampling and Expectation Maximization

Description

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

Copy Link

Version

Install

install.packages('MitISEM')

Monthly Downloads

Version

1.2

License

GPL (>= 3)

Maintainer

N. Basturk

Last Published

July 10th, 2017

Functions in MitISEM (1.2)

PredLik

Predictive Likelihood calculation using Importance Sampling and mixture of Student-\(t\) densities as candidate

SeqMitISEM

Sequential approximation using Mixture of Student-\(t\) distributions using Importance Sampling weighted Expectation Maximization steps

Mit

The 'mit' object

MitISEM

Mixture of Student-\(t\) distributions using Importance Sampling weighted Expectation Maximization steps

Mvgt

General student t distribution

MargLik

Marginal Likelihood calculation using Importance Sampling and mixture of Student-\(t\) densities as candidate

MitISEM-package

Mixture of Student t Distributions using Importance Sampling and Expectation Maximization