MixGHD: Class "MixGHD"

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

Class "MixGHD"

Description

This class pertains to results of the application of function MGHD, MSGHD, cMSGHD, MCGHD, and MGHFA.

Objects from the Class

Objects can be created as a result to a call to MGHD, MSGHD, cMSGHD, MCGHD, and MGHFA.

Slots

index

Value of the index used for model selection (AIC or ICL or BIC or AIC3) for each G,the index used is specified by the user, if not specified AIC is used.

BIC

Bayesian information criterion value.

ICL

ICL index.

AIC

AIC index.

AIC3

AIC3 index.

gpar

A list of the model parameters (in the rotated space for MCGHD).

loglik

The log-likelihood values.

map

A vector of integers indicating the maximum a posteriori classifications for the best model.

par

Only for MCGHD. A list of the model parameters.

z

A matrix giving the raw values upon which map is based.

Methods

plot

signature(x = "MixGHD") Provides plots of MixGHD-class by plotting the following elements:

• the value of the log likelihood for each iteration.

• Scatterplot of the data of all the possible couples of coordinates coloured according to the cluster. Only for less than 10 variables.

• If the number of variables is two: scatterplot and contour plot of the data coloured according to the cluster

summary

summary(x = "MixGHD").

Provides a summary of MixGHD-class objects by printing the following elements:

• The number components used for the model

• BIC;

• AIC;

• AIC3;

• ICL;

• A table with the number of element in each cluster.

Author(s)

Cristina Tortora, Aisha ElSherbiny, Ryan P. Browne, Brian C. Franczak, and Paul D. McNicholas. Maintainer: Cristina Tortora <[e-mail]>

See Also

MixGHD-class

Examples

##loading bankruptcy data
data(bankruptcy)

##model estimation
#res=MCGHD(data=bankruptcy[,2:3],G=2,method="kmedoids",max.iter=30)
#result
#plot(res)
#summary(res)

MixGHD documentation built on May 11, 2022, 5:12 p.m.