Package: MatrixMixtures 1.0.0

MatrixMixtures: Model-Based Clustering via Matrix-Variate Mixture Models

Implements finite mixtures of matrix-variate contaminated normal distributions via expectation conditional-maximization algorithm for model-based clustering, as described in Tomarchio et al.(2020) <arxiv:2005.03861>. One key advantage of this model is the ability to automatically detect potential outlying matrices by computing their a posteriori probability of being typical or atypical points. Finite mixtures of matrix-variate t and matrix-variate normal distributions are also implemented by using expectation-maximization algorithms.

Authors:Salvatore D. Tomarchio [aut], Michael P.B. Gallaugher [aut, cre], Antonio Punzo [aut], Paul D. McNicholas [aut]