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.

Package details

AuthorN. Basturk, L.F. Hoogerheide, A. Opschoor, H.K. van Dijk
MaintainerN. Basturk <[email protected]>
LicenseGPL (>= 3)
Package repositoryView on CRAN
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MitISEM documentation built on July 11, 2017, 1:03 a.m.