Parsimonious Mixtures of MSEN and MTIN Distributions
Density of a MSEN distribution
Density of a MTIN distribution
Initialization for the EM-based algorithms
Fitting for parsimonious mixtures of MSEN or MTIN distributions
Random number generation for bidimensional parsimonious mixtures of MS...
Random number generation for the MSEN distribution
Random number generation for the MTIN distribution
Implements parsimonious mixtures of MSEN and MTIN distributions via expectation- maximization based algorithms for model-based clustering. For each mixture component, parsimony is reached via the eigen-decomposition of the scale matrices and by imposing a constraint on the tailedness parameter. This produces a family of 28 parsimonious mixture models for each distribution.