Section: New Results

Mixture Model for Mixed Kind of Data

Participants : Christophe Biernacki, Matthieu Marbac-Lourdelle, Vincent Vandewalle.

A mixture model of Gaussian copula allows to cluster mixed kind of data has been proposed. Each component is composed by classical margins while the conditional dependencies between the variables is modeled by a Gaussian copula. The parameter estimation is performed by a Gibbs sampler. This work has been now published to an international journal [18]. Furthermore, an R package (MixCluster) is available on Rforge.