Computed tomography (CT) equivalent information is needed for attenuation correction in PET imaging and for dose planning in radiotherapy. Prior work has shown that Gaussian mixture models can be used to generate a substitute CT (s-CT) image from a specific set of MRI modalities. This work introduces a more flexible class of mixture models for s-CT generation, that incorporates spatial dependency in the data through a Markov random field prior on the latent field of class memberships associated with a mixture model. Furthermore, the mixture distributions are extended from Gaussian to normal inverse Gaussian (NIG), allowing heavier tails and skewness. The amount of data needed to train a model for s-CT generation is of the order of 100 million voxels. The computational efficiency of the parameter estimation and prediction methods are hence paramount, especially when spatial dependency is included in the models. A stochastic Expectation Maximization (EM) gradient algorithm is proposed in order to tackle this challenge. The advantages of the spatial model and NIG distributions are evaluated with a cross-validation study based on data from 14 patients. The study show that the proposed model enhances the predictive quality of the s-CT images by reducing the mean absolute error with 17.9%. Also, the distribution of CT values conditioned on the MR images are better explained by the proposed model as evaluated using continuous ranked probability scores.