Re: [R] Fitting Mixture of Non-Central Student's t Distributions

2009-08-06 Thread Balzer Susanne
Dear Ingmar & Dave, Thanks a lot for your help and sorry for the late reply. Finally, I've found a way to separate the mixture of distributions (empirically). But the gamlss package looks great, I'm sure it will help me during my further studies. Kind regards, Susanne On 15 Jun 2009, at 20:09,

Re: [R] Fitting Mixture of Non-Central Student's t Distributions

2009-06-15 Thread Ingmar Visser
Dear Susanne & Dave, The gamlss package family has an enormous variety of distributions and a function to combine them into mixtures. In particular, the 3 parameter student's t and the 4 parameter generalized t distribution. Hth, Ingmar On 15 Jun 2009, at 17:12, David Hunter wrote: Hi Sus

Re: [R] Fitting Mixture of Non-Central Student's t Distributions

2009-06-15 Thread David Hunter
Hi Susanne. The mixtools package does not do this automatically and I would be surprised if there were any package that does. However, it's not in principle too difficult to write code to implement an EM algorithm to search for a maximum likelihood estimator in a finite mixture model. C

[R] Fitting Mixture of Non-Central Student's t Distributions

2009-06-13 Thread Balzer Susanne
Dear all, I am attempting to model some one-dimensional data using a mixture model of non-central Student's t distributions. However, I haven't been able to find any R package that provides this functionality. Could there be a way to "manipulate" the EM algorithms from the mixdist or mixtools pac