MixGHD

Model Based Clustering, Classification and Discriminant Analysis Using the Mixture of Generalized Hyperbolic Distributions

Carries out model-based clustering, classification and discriminant analysis using five different models. The models are all based on the generalized hyperbolic distribution. The first model 'MGHD' (Browne and McNicholas (2015) <doi:10.1002/cjs.11246>) is the classical mixture of generalized hyperbolic distributions. The 'MGHFA' (Tortora et al. (2016) <doi:10.1007/s11634-015-0204-z>) is the mixture of generalized hyperbolic factor analyzers for high dimensional data sets. The 'MSGHD'(Tortora et al. (2016) <arXiv:1403.2332v7>), mixture of multiple scaled generalized hyperbolic distributions. The 'cMSGHD' (Tortora et al. (2016) <arXiv:1403.2332v7>) is a 'MSGHD' with convex contour plots. The 'MCGHD' (Tortora et al. (2016) <arXiv:1403.2332v7>), mixture of coalesced generalized hyperbolic distributions is a new more flexible model.

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Description file content

Package
MixGHD
Type
Package
Title
Model Based Clustering, Classification and Discriminant Analysis Using the Mixture of Generalized Hyperbolic Distributions
Version
2.3.2
Date
2019-03-31
Author
Cristina Tortora [aut, cre, cph], Aisha ElSherbiny [com], Ryan P. Browne [aut, cph], Brian C. Franczak [aut, cph], and Paul D. McNicholas [aut, cph], and Donald D. Amos [ctb].
Maintainer
Cristina Tortora
Description
Carries out model-based clustering, classification and discriminant analysis using five different models. The models are all based on the generalized hyperbolic distribution. The first model 'MGHD' (Browne and McNicholas (2015) ) is the classical mixture of generalized hyperbolic distributions. The 'MGHFA' (Tortora et al. (2016) ) is the mixture of generalized hyperbolic factor analyzers for high dimensional data sets. The 'MSGHD'(Tortora et al. (2016) ), mixture of multiple scaled generalized hyperbolic distributions. The 'cMSGHD' (Tortora et al. (2016) ) is a 'MSGHD' with convex contour plots. The 'MCGHD' (Tortora et al. (2016) ), mixture of coalesced generalized hyperbolic distributions is a new more flexible model.
Imports
Bessel,stats, mvtnorm, ghyp, numDeriv, mixture, e1071,cluster, methods
Depends
MASS, R (>= 3.1.3)
NeedsCompilation
yes
License
GPL (>= 2)
Packaged
2019-04-01 01:17:40 UTC; cristina
Repository
CRAN
Date/Publication
2019-04-12 10:13:56 UTC
SystemRequirements
GNU make

install.packages('MixGHD')

2.3.2

12 days ago

Cristina Tortora

GPL (>= 2)

Depends on

MASS, R (>= 3.1.3)

Imports

Bessel,stats, mvtnorm, ghyp, numDeriv, mixture, e1071,cluster, methods

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