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. 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 accepted to an international journal [21]. Furthermore, an R package (MixCluster) is available on Rforge.