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

Author | N. Basturk, L.F. Hoogerheide, A. Opschoor, H.K. van Dijk |

Date of publication | 2012-09-18 18:43:34 |

Maintainer | N. Basturk <basturk@ese.eur.nl> |

License | GPL (>= 3) |

Version | 1.0 |

http://people.few.eur.nl/basturk/ |

**isMit:** The 'mit' object

**MargLik:** Marginal Likelihood calculation using Importance Sampling and...

**MitISEM:** Mixture of Student-t distributions using Importance Sampling...

**MitISEM-package:** Mixture of Student t Distributions using Importance Sampling...

**Mvgt:** General student t distribution

**PredLik:** Predictive Likelihood calculation using Importance Sampling...

MitISEM

MitISEM/MD5

MitISEM/R

MitISEM/R/fn.initoptim.R
MitISEM/R/fn.rmvgt_robust.R
MitISEM/R/Mvgt.R
MitISEM/R/SeqMitISEM.R
MitISEM/R/fn.ISwgts.R
MitISEM/R/fn.isPDS.R
MitISEM/R/PredLik.R
MitISEM/R/MargLik.R
MitISEM/R/MitISEM.R
MitISEM/R/fn.shrink.mit.R
MitISEM/R/fn.optimt.R
MitISEM/R/isMit.R
MitISEM/R/fn.stopMit.R
MitISEM/COPYING

MitISEM/THANKS

MitISEM/man

MitISEM/man/PredLik.Rd
MitISEM/man/MargLik.Rd
MitISEM/man/isMit.Rd
MitISEM/man/Mvgt.Rd
MitISEM/man/MitISEM.Rd
MitISEM/man/SeqMitISEM.rd

MitISEM/man/MitISEM-package.Rd
MitISEM/NAMESPACE

MitISEM/DESCRIPTION

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