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.

Version: 2.2
Depends: MASS, R (≥ 3.1.3)
Imports: Bessel, stats, mvtnorm, ghyp, numDeriv, mixture, e1071, cluster, methods
Published: 2018-01-31
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 Amos Donald D. [ctb].
Maintainer: Cristina Tortora <grikris1 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
SystemRequirements: GNU make
CRAN checks: MixGHD results


Reference manual: MixGHD.pdf
Package source: MixGHD_2.2.tar.gz
Windows binaries: r-prerel: MixGHD_2.2.zip, r-release: MixGHD_2.2.zip, r-oldrel: MixGHD_2.2.zip
OS X binaries: r-prerel: MixGHD_2.2.tgz, r-release: MixGHD_2.2.tgz
Old sources: MixGHD archive


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