MitISEM (1.0)

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Mixture of Student t Distributions using Importance Sampling and Expectation Maximization.

http://people.few.eur.nl/basturk/
http://cran.r-project.org/web/packages/MitISEM

Flexible multivariate function approximation using adapted Mixture of Student t Distributions. Mixture of t distribution is obtained using Importance Sampling weighted Expectation Maximization algorithm.

Maintainer: N. Basturk
Author(s): N. Basturk, L.F. Hoogerheide, A. Opschoor, H.K. van Dijk

License: GPL (>= 3)

Uses: mvtnorm, AdMit

Released 8 months ago.

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