rdemmix
(Package: EMMIXskew) :
Simulate Data Using Mixture Models
Generate random number from specified mixture models, including univariate and multivariate Normal distribution, t-distribution, Skew Normal distribution, and Skew t-distribution.
ddmst
(Package: EMMIXskew) :
The Multivariate Skew t-distribution
Density and random generation for Multivariate Skew t-distributions with mean vector mean, covariance matrix cov, degrees of freedom nu, and skew parameter verctor del.
EmSkew
(Package: EMMIXskew) :
The EM Algorithm and Skew Mixture Models
As a main function, EmSkew fits the data into the specified multivariate mixture models via the EM Algorithm. Distributions (univariate and multivariate) available include Normal distribution, t-distribution, Skew Normal distribution, and Skew t-distribution.