Fits mixtures of multivariate t-distributions (with eigen-decomposed covariance structure) via the expectation conditional-maximization algorithm under a clustering or classification paradigm.
Jeffrey L. Andrews, Jaymeson R. Wickins, Nicholas M. Boers, Paul D. McNicholas
Maintained by: Jeffrey L. Andrews <[email protected]>
Andrews JL, Wickins JR, Boers NM, and McNicholas PD (2018). “teigen: An R package for model-based clustering and classification via the multivariate t distribution” Journal of Statistical Software 83(7), 1–32.
Andrews JL and McNicholas PD (2012). “Model-based clustering, classification, and discriminant analysis with the multivariate t-distribution: The tEIGEN family” Statistics and Computing 22(5), 1021–1029.
Andrews JL, McNicholas PD, and Subedi S (2011) “Model-based classification via mixtures of multivariate t-distributions” Computational Statistics and Data Analysis 55, 520–529.
teigen for main function
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