The ALCWM package

An R package to implement the methodology described in Mixtures of multivariate linear asymmetric Laplace regressions with multiple asymmetric Laplace covariates (2025).

To install the package, use the following code in R

#install.packages("devtools")
library(devtools)
install_github("arnootto/ALCWM")

Example

Code to reproduce Example 7.1: Australian Institute of Sport data

# Fit the SALCWM and CSALCWM models with G = 2 components to the AIS dataset
library(ALCWM)
library(sn)
data("ais")
est1=ml.SALCWM(Y=cbind(ais$RCC,ais$WCC),
               X=cbind(ais$BMI,ais$SSF,ais$Bfat,ais$LBM),
               G=2,tol=1e-5, max.it=2000,initialization = "mclust")
est2 = ml.cSALCWM(Y = cbind(ais$RCC, ais$WCC),
                  X = cbind(ais$BMI, ais$SSF, ais$Bfat, ais$LBM),
                  G = 2, tol = 1e-5, max.it = 2000, mu.tol = 1e-6,
                  salcwm.initialization = "mclust")