CRAN/E | MixGHD

MixGHD

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

Installation

About

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' is the mixture of multiple scaled generalized hyperbolic distributions, the 'cMSGHD' is a 'MSGHD' with convex contour plots and the 'MCGHD', mixture of coalesced generalized hyperbolic distributions is a new more flexible model (Tortora et al. (2019)doi:10.1007/s00357-019-09319-3. The paper related to the software can be found at doi:10.18637/jss.v098.i03.

Citation MixGHD citation info

Key Metrics

Version 2.3.7
R ≥ 3.1.3
Published 2022-05-11 688 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks MixGHD results

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Maintainer

Maintainer

Cristina Tortora

grikris1@gmail.com

Authors

Cristina Tortora

aut / cre / cph

Aisha ElSherbiny

com

Ryan P. Browne

aut / cph

Brian C. Franczak

aut / cph

Paul D. McNicholas

aut / cph

Donald D. Amos
ctb].

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

MixGHD archive

Depends

MASS
R ≥ 3.1.3

Imports

Bessel
stats
mvtnorm
ghyp
numDeriv
mixture
e1071
cluster
methods