How it works...
The results are not as good as the ones we got in the previous recipe. The group of outliers on the lower-left part of the plot are now assigned to a cluster, instead of being flagged as outliers. Moreover, tuning the q parameter seems quite challenging.
Nevertheless, the covariance matrix is adjusted according to the q parameter, which means that the estimated densities differ in the two cases. The smaller the q parameter is, the smaller the impact of each (outlier) observation on the covariance estimation. As we can see, we get densities that are obviously more concentrated as this q parameter decreases.
Regardless of the q parameter, the nice aspect about this model is that it also provides an estimate of uncertainty. ...
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