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;
- Modeling / clustering a dataset using an infinite mixture of Student's t- distributions (a Dirichlet process; fit using a variational approximation).
(1) is available in version 0.0.1.1, (2) will come in version 0.0.2.
pip install studenttmixture