Theis package implements an EM algorithm for fitting mixtures of unrestricted multivariate skew t (FM-uMST) distributions. Functions for random sample generation, discriminant analysis, and visualisation (in 2D and 3D) is also provided.
S.X. Lee, G.J. McLachlan
Lee S, McLachlan G (2011). On the fitting of mixtures of multivariate skew t-distributions via the EM algorithm. arXiv:1109.4706 [stat.ME]
Lee, S. and McLachlan, G.J. (2014) Finite mixtures of multivariate skew t-distributions: some recent and new results. Statistics and Computing, 24, 181-202.
Lee, S. and McLachlan, G.J. (2013) EMMIXuskew: An
R package for
fitting mixtures of multivariate skew t-distributions via the EM algorithm.
Journal of Statistical Software, 55(12), 1-22.
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