Carries out modelbased 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/s116340150204z>) 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.
Package details 


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 <[email protected]> 
License  GPL (>= 2) 
Version  2.2 
Package repository  View on CRAN 
Installation 
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