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.

AuthorN. Basturk, L.F. Hoogerheide, A. Opschoor, H.K. van Dijk
Date of publication2012-09-18 18:43:34
MaintainerN. Basturk <basturk@ese.eur.nl>
LicenseGPL (>= 3)
Version1.0
http://people.few.eur.nl/basturk/

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