<b>teigen</b>: An <i>R</i> Package for Model-Based Clustering and Classification via the Multivariate t Distribution

Abstract

The teigen R package is introduced and utilized for model-based clustering and classification. The tEIGEN family of mixtures of multivariate t distributions is formed via an eigen-decomposition of the component covariance matrices and subsequent componentwise constraints. The teigen package implements all previously published tEIGEN family members as well as eight additional models: four multivariate and four univariate. The resulting family of 32 mixture models is implemented in both serial and parallel, with useful dedicated functions. Methodology and examples that illustrate teigen's functionality are presented.