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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 |
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