Mixture Models

R-code for Maximum Likelihood estimation (via the EM algorithm) of finite mixtures of unimodal gamma and beta densities

R-code for fitting (with the EM algorithm) the polynomial Gaussian cluster-weighted model

R-code for fitting (with the EM algorithm) the generalized linear exponential cluster-weighted model

R-code for fitting (with the EM algorithm) finite mixtures of multivariate leptokurtic-normal distributions

R-code for fitting compound unimodal distributions

R-code for fitting contaminated unimodal distributions

R-code for fitting some multiple scaled symmetric distributions

R-code for fitting some dimension-wise scaled normal mixture distributions

R-code for fitting (via EM-based algorithms) finite mixtures of: matrix-variate shifted exponential normal distributions and matrix-variate tail-inflated normal distributions

Comparison of covariance matrices between groups

R-code for closed likelihood-ratio tests of similarity between Covariance Matrices

R-code for common principal components analysis based on leptokurtic-normal groups

Rasch Models

R-code for Joint Maximum Likelihood estimation of Rasch models (with and without Firth's correction)

R-code for Fuzzy Joint Maximum Likelihood Estimation of Rasch models

Serial Dependence

R-code for testing serial independence

R-code for serial dependence diagrams

R-code for the KL-autodependogram

R-code for omnibus serial dependence diagrams