CensMFM

Finite Mixture of Multivariate Censored/Missing Data

CRAN Package

It fits finite mixture models for censored or/and missing data using several multivariate distributions. Point estimation and asymptotic inference (via empirical information matrix) are offered as well as censored data generation. Pairwise scatter and contour plots can be generated. Possible multivariate distributions are the well-known normal, Student-t and skew-normal distributions. This package is an complement of Lachos, V. H., Moreno, E. J. L., Chen, K. & Cabral, C. R. B. (2017) doi:10.1016/j.jmva.2017.05.005 for the multivariate skew-normal case.


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  • Imports5 packages
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