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...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Foundation for Open Access Statistics
2018-02-01
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Series: | Journal of Statistical Software |
Subjects: | |
Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/2350 |