Infinite Mixtures of Infinite Factor Analysers
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Updated
Dec 12, 2023 - R
Infinite Mixtures of Infinite Factor Analysers
Codes for simulation studies to examine the performance of the EM algorithm and its modifications Classification EM and Stochastic EM for Gaussian mixture and a mixture of Markov chains.
The R code sets for "Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution"
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