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

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.

AuthorCristina Tortora,Aisha ElSherbiny, Ryan P. Browne, Brian C. Franczak, and Paul D. McNicholas.
Date of publication2016-01-07 19:30:12
MaintainerCristina Tortora <ctortora@math.mcmaster.ca>
LicenseGPL (>= 2)
Version1.9

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