SenTinMixt (version 1.0.0)
Parsimonious Mixtures of MSEN and MTIN Distributions
Description
Implements parsimonious mixtures of MSEN and MTIN distributions via expectation-
maximization based algorithms for model-based clustering. For each mixture
component, parsimony is reached via the eigen-decomposition of the scale
matrices and by imposing a constraint on the tailedness parameter. This produces
a family of 28 parsimonious mixture models for each distribution.