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:
- Modeling / clustering a dataset using a finite mixture of multivariate Student's t distributions fit via the EM algorithm. This is analogous to scikit-learn's GaussianMixture.
- Modeling / clustering a dataset using a mixture of multivariate Student's t distributions fit via the variational mean-field approximation. This is analogous to scikit-learn's BayesianGaussianMixture.
pip install studenttmixture
Starting with version 1.11, this is a pure Python package so installation should be very straightforward.
Dependencies are numpy, scipy and scikit-learn.