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MitISEM: Mixture of Student t Distributions using Importance Sampling and Expectation Maximization
Flexible multivariate function approximation using adapted Mixture of Student t Distributions. Mixture of t distribution is obtained using Importance Sampling weighted Expectation Maximization algorithm.
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Package details |
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| Author | N. Basturk, L.F. Hoogerheide, A. Opschoor, H.K. van Dijk |
| Maintainer | N. Basturk <n.basturk@maastrichtuniversity.nl> |
| License | GPL (>= 3) |
| Version | 1.2 |
| URL | https://www.maastrichtuniversity.nl/n.basturk |
| Package repository | View on CRAN |
| Installation |
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