Mixtures of skewed and elliptical distributions are implemented using mixtures of multivariate skew power exponential and power exponential distributions, respectively. A generalized expectation-maximization framework is used for parameter estimation. Methodology for mixtures of power exponential distributions is from Dang et al. (2015) <doi: 10.1111/biom.12351>.
| Label | Latest Version |
|---|---|
| main | 0.1.1 |
