Mixture-of-Experts Wishart Models for Covariance Data


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Documentation for package ‘moewishart’ version 1.0

Help Pages

computeIC Information criteria for Wishart mixtures and MoE models
dWishart density of Wishart distribution
lmvgamma Log multivariate gamma function
mixturewishart EM/Bayesian estimation for Wishart mixture model
moewishart EM/Bayesian estimation for Wishart MoE model
rdirichlet Dirichlet random sampling
sampleIW Fast sampler for the inverse-Wishart distribution
simData Simulate data from a Wishart mixture or mixture-of-experts model