MitISEM: Mixture of Student t Distributions using Importance Sampling and Expectation Maximization

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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
URLs

View on CRAN

Man pages

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...

Files in this package

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