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.

Version: 1.3
Depends: MASS, mclust, R (≥ 3.1.1)
Imports: Bessel, stats, mvtnorm, ghyp, numDeriv
Published: 2014-12-22
Author: Cristina Tortora, Ryan P. Browne, Brian C. Franczak and Paul D. McNicholas.
Maintainer: Cristina Tortora <ctortora at math.mcmaster.ca>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: MixGHD results


Reference manual: MixGHD.pdf
Package source: MixGHD_1.3.tar.gz
Windows binaries: r-devel: MixGHD_1.3.zip, r-release: MixGHD_1.3.zip, r-oldrel: not available
OS X Snow Leopard binaries: r-release: MixGHD_1.3.tgz, r-oldrel: not available
OS X Mavericks binaries: r-release: MixGHD_1.3.tgz
Old sources: MixGHD archive