FMCensSkewReg - Finite Mixture of Censored Regression Models with Skewed
Distributions
Provides an implementation of finite mixture regression
models for censored data under four distributional families:
Normal (FM-NCR), Student t (FM-TCR), skew-Normal (FM-SNCR), and
skew-t (FM-STCR). The package enables flexible modeling of
skewness and heavy tails often observed in real-world data,
while explicitly accounting for censoring. Functions are
included for parameter estimation via the
Expectation-Maximization (EM) algorithm, computation of
standard errors, and model comparison criteria such as the
Akaike Information Criterion (AIC), the Bayesian Information
Criterion (BIC), and the Efficient Determination Criterion
(EDC). The underlying methodology is described in Park et al.
(2024) <doi:10.1007/s00180-024-01459-4>.