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: | 2.3.3 |
| Depends: | MASS, R (≥ 3.1.3) |
| Imports: | Bessel, stats, mvtnorm, ghyp, numDeriv, mixture, e1071, cluster, methods |
| Published: | 2019-08-22 |
| 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 <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_2.3.3.tar.gz |
| Windows binaries: | r-devel: MixGHD_2.3.3.zip, r-release: MixGHD_2.3.3.zip, r-oldrel: MixGHD_2.3.3.zip |
| macOS binaries: | r-release: MixGHD_2.3.3.tgz, r-oldrel: MixGHD_2.3.3.tgz |
| Old sources: | MixGHD archive |
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