Tell me more ×
Cross Validated is a question and answer site for statisticians, data analysts, data miners and data visualization experts. It's 100% free, no registration required.
up vote 8 down vote favorite
1

I need to fit a generalized Gaussian distribution to a 7-dim cloud of points containing quite a significant number of outliers with high leverage. Do you know any good R package for this job?

share|improve this question
1  
You will find links to at least four R packages for identifying multivariate outliers in the replies to a similar question at stats.stackexchange.com/questions/213/…. That might be a good start. – whuber♦ Jul 7 '11 at 13:51

1 Answer

up vote 0 down vote

This sounds like a classic multivariate Gaussian Mixture Model. I think that the BayesM package might work.

Here are some multivariate Gaussian Mixture packages - bayesm: cran.r-project.org/web/packages/bayesm/index.html - mixtools: www.jstatsoft.org/v32/i06/paper

share|improve this answer

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.