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.
- Cristina Tortora,Aisha ElSherbiny, Ryan P. Browne, Brian C. Franczak, and Paul D. McNicholas.
- Date of publication
- 2016-01-07 19:30:12
- Cristina Tortora <email@example.com>
- GPL (>= 2)
- Adjusted Rand Index.
- Swiss Banknote data
- Bankruptcy data
- Convex mixture of multiple scaled generalized hyperbolic...
- Discriminant analysis using the mixture of generalized...
- Mixture of coalesced generalized hyperbolic distributions...
- Mixture of generalized hyperbolic distributions (MGHD).
- Mixture of generalized hyperbolic factor analyzers (MGHFA).
- Mixture of multiple scaled generalized hyperbolic...
- Sonar data
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