EMMIXcskew: An R Package for the Fitting of a Mixture of Canonical Fundamental Skew t-Distributions

EMMIXcskew: An R Package for the Fitting of a Mixture of Canonical Fundamental Skew t-Distributions

This paper presents the R package EMMIXcskew for the fitting of the canonical fundamental skew t-distribution (CFUST) and finite mixtures of CFUST distributions (FMCFUST) via maximum likelihood (ML). The CFUST distribution provides a flexible family to model non-normal data, with parameters for capt...

Full description

Bibliographic Details
Main Authors: Sharon X. Lee, Geoffrey J. McLachlan
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2018-02-01
Series:Journal of Statistical Software
Subjects:
mixture models
fundamental skew distributions
skew normal distribution
skew t-distribution
EM algorithm
R
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/2350

Internet

https://www.jstatsoft.org/index.php/jss/article/view/2350

Similar Items