studenttmixture 0.0.1.2

Mixture modeling algorithms using the Student's t-distribution

studenttmixture

Mixtures of multivariate Student's t distributions are widely used for clustering data that may contain outliers, but scipy and scikit-learn do not at present offer classes for fitting Student's t mixture models. This package provides classes for:

1. Modeling / clustering a dataset using a finite mixture of multivariate Student's t distributions;
2. Modeling / clustering a dataset using an infinite mixture of Student's t- distributions (a Dirichlet process; fit using a variational approximation).

(1) is available in version 0.0.1.1, (2) will come in version 0.0.2.

Installation

pip install studenttmixture

Usage

• FiniteStudentMixture
  
• VariationalStudentMixture (coming soon)
  
• Student's T mixture modeling user guide