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

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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' is the classical mixture of generalized hyperbolic distributions. The 'MGHFA' is the mixture of generalized hyperbolic factor analyzers for high dimensional data sets. The 'MSGHD', mixture of multiple scaled generalized hyperbolic distributions. The 'cMSGHD' is a 'MSGHD' with convex contour plots. The 'MCGHD', mixture of coalesced generalized hyperbolic distributions is a new more flexible model.

Author
Cristina Tortora, Aisha ElSherbiny, Ryan P. Browne, Brian C. Franczak, and Paul D. McNicholas.
Date of publication
2016-10-04 17:09:29
Maintainer
Cristina Tortora <grikris1@gmail.com>
License
GPL (>= 2)
Version
2.0

View on CRAN

Man pages

ARI
Adjusted Rand Index.
banknote
Swiss Banknote data
bankruptcy
Bankruptcy data
cMSGHD
Convex mixture of multiple scaled generalized hyperbolic...
contourpl
Contour plot
DA
Discriminant analysis using the mixture of generalized...
MCGHD
Mixture of coalesced generalized hyperbolic distributions...
MGHD
Mixture of generalized hyperbolic distributions (MGHD).
MGHFA
Mixture of generalized hyperbolic factor analyzers (MGHFA).
MSGHD
Mixture of multiple scaled generalized hyperbolic...
sonar
Sonar data

Files in this package

MixGHD
MixGHD/src
MixGHD/src/Makevars
MixGHD/src/GHD.c
MixGHD/src/functions.h
MixGHD/src/zbsubs.c
MixGHD/src/EM.c
MixGHD/src/zbsubs.h
MixGHD/NAMESPACE
MixGHD/data
MixGHD/data/banknote.rda
MixGHD/data/bankruptcy.rda
MixGHD/data/sonar.rda
MixGHD/data/datalist
MixGHD/R
MixGHD/R/contourpl.R
MixGHD/R/ARI.R
MixGHD/R/MGHD.R
MixGHD/R/MixGHD-internal.R
MixGHD/R/MSGHD.R
MixGHD/R/MGHFA.R
MixGHD/R/MCGHD.R
MixGHD/R/GHD.R
MixGHD/R/DA.R
MixGHD/R/cMSGHD.R
MixGHD/MD5
MixGHD/DESCRIPTION
MixGHD/man
MixGHD/man/MGHFA.Rd
MixGHD/man/DA.Rd
MixGHD/man/contourpl.Rd
MixGHD/man/MSGHD.Rd
MixGHD/man/bankruptcy.Rd
MixGHD/man/ARI.Rd
MixGHD/man/cMSGHD.Rd
MixGHD/man/sonar.Rd
MixGHD/man/banknote.Rd
MixGHD/man/MGHD.Rd
MixGHD/man/MCGHD.Rd