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' 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.
Package details 


Author  Cristina Tortora, Aisha ElSherbiny, Ryan P. Browne, Brian C. Franczak, and Paul D. McNicholas. 
Date of publication  20170106 11:44:44 
Maintainer  Cristina Tortora <[email protected]> 
License  GPL (>= 2) 
Version  2.1 
Package repository  View on CRAN 
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