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Student's t-distribution Mixture Model

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Student's t-distribution Mixture Model

Extra file for PyMix to handle multivariate Student's t-distribution. I use klahnakoski's version of pymix downloadable from: https://github.com/klahnakoski/pymix.git

Based on: "A Derivation of the EM Updates for Finding the MaximumLikelihood Parameter Estimates of the Student's t Distribution" by Carl Scheer, see https://www.researchgate.net/publication/241157474_A_Derivation_of_the_EM_Updates_for_Finding_the_Maximum_Likelihood_Parameter_Estimates_of_the_Student%27s_t_Distribution

Requirements

Required Packages

  • Python (version 2.7.x recommended)
  • SciPy (and NumPy, of course)
  • pymix

Installation

git clone https://github.molgen.mpg.de/MPS-SAGE/StMM.git

Documentation

None so far.

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