MitISEM (1.2)

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

https://www.maastrichtuniversity.nl/n.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 about 1 month ago.


2 previous versions

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