Thanks Ranjan, that provides exactly what I need. I also got a more elaborate answer on stackoverflow (after the same question got rejected form cross validated…) with a running example for this package:
https://stackoverflow.com/questions/44825529/package-to-fit-mixtures-of-student-t-distributions/44827220#44827220 <https://stackoverflow.com/questions/44825529/package-to-fit-mixtures-of-student-t-distributions/44827220#44827220> Kind regards Vare > Would package "teigen" help? > > Ranjan > > > On Thu, Jun 29, 2017 at 2:41 PM, vare vare via R-help <r-help@r-project.org > <mailto:r-help@r-project.org>> wrote: > Hello! > > I am new to R (before used python exclusively and would actually call the R > solution for this issue inside a python notebook, hope that doesn’t > disqualify me right of the batch). > > Right now I am looking for a piece of software to fit a 1D data sample to a > mixture of t-distributions. > > I searched quite a while already and it seems to be that this is a somehwat > obscure endeavor as most search results turn up for mixture of gaussians > (what I am not interested here). > > The most promising candidates so far are the "AdMit" and "MitSEM" R packages. > However I do not know R and find the description of these packages rather > comlple and it seems their core objective is not the fitting of mixtures of > t’s but instead use this as a step to accomplish something else. > > This is in a nutshell what I want the software to accomplish: > > Fitting a mixture of t-distributions to some data and estimate the "location" > "scale" and "degrees of freedom" for each. > > I hope someone can point me to a simple package, I can’t believe that this is > such an obscure use case. > > Thanks! > > ______________________________________________ > R-help@r-project.org <mailto:R-help@r-project.org> mailing list -- To > UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > <https://stat.ethz.ch/mailman/listinfo/r-help> > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > <http://www.r-project.org/posting-guide.html> > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
