Mixtures of Multivariate Shifted Asymmetric Laplace (SAL) Distributions
Probability Density Function for a Mixture of SAL Distributions
Probability Density Function for a Multivariate SAL Distribution
Mixtures of SAL Distributions
Model-Based Clustering using a Mixture of SAL Distributions
Simulate from a Mixture of Multivariate SAL Distributions
Simulate from a Multivariate SAL Distribution
The current version of the 'MixSAL' package allows users to generate data from a multivariate SAL distribution or a mixture of multivariate SAL distributions, evaluate the probability density function of a multivariate SAL distribution or a mixture of multivariate SAL distributions, and fit a mixture of multivariate SAL distributions using the Expectation-Maximization (EM) algorithm (see Franczak et. al, 2014, <doi:10.1109/TPAMI.2013.216>, for details).