MixSAL

Mixtures of Multivariate Shifted Asymmetric Laplace (SAL) Distributions

CRAN Package

The current version of the 'MixSAL' package allows users to generate data from a multivariate SAL distribution or a mixture of multivariate SAL distributions, evaluate the probability density function of a multivariate SAL distribution or a mixture of multivariate SAL distributions, and fit a mixture of multivariate SAL distributions using the Expectation-Maximization (EM) algorithm (see Franczak et. al, 2014, doi:10.1109/TPAMI.2013.216, for details).


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