Description
Parsimonious Mixtures of MSEN and MTIN Distributions.
Description
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.