ben-j-barlow/rcbmm: Regularized Copula-Based Mixture Model: Estimation and Model Selection

Model-based clustering through regularized copula-based mixture models with arbitrary marginal distributions. Estimation via the expectation-conditional-maximization algorithm. Shrinkage driven methods used to adaptively select optimal correlation structure regulated by a tuning parameter. Model selection based on average silhouette width and BIC.

Getting started

Package details

Authorperson("Ben", "Barlow", email = "ben.j.barlow.1@gmail.com", role = c("aut", "cre"))
MaintainerBen Barlow <ben.j.barlow.1@gmail.com>
LicenseMIT + file LICENSE
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("ben-j-barlow/rcbmm")
ben-j-barlow/rcbmm documentation built on Feb. 12, 2021, 9:14 a.m.