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' (Browne and McNicholas (2015) <doi:10.1002/cjs.11246>) is the classical mixture of generalized hyperbolic distributions. The 'MGHFA' (Tortora et al. (2016) <doi:10.1007/s11634-015-0204-z>) is the mixture of generalized hyperbolic factor analyzers for high dimensional data sets. The 'MSGHD' is the mixture of multiple scaled generalized hyperbolic distributions, the 'cMSGHD' is a 'MSGHD' with convex contour plots and the 'MCGHD', mixture of coalesced generalized hyperbolic distributions is a new more flexible model (Tortora et al. (2019)<doi:10.1007/s00357-019-09319-3>. The paper related to the software can be found at <doi:10.18637/jss.v098.i03>.

Version: 2.3.5
Depends: MASS, R (≥ 3.1.3)
Imports: Bessel, stats, mvtnorm, ghyp, numDeriv, mixture, e1071, cluster, methods
Published: 2021-05-28
Author: Cristina Tortora [aut, cre, cph], Aisha ElSherbiny [com], Ryan P. Browne [aut, cph], Brian C. Franczak [aut, cph], and Paul D. McNicholas [aut, cph], and Donald D. Amos [ctb].
Maintainer: Cristina Tortora <grikris1 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
SystemRequirements: GNU make
Citation: MixGHD citation info
CRAN checks: MixGHD results

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Reference manual: MixGHD.pdf
Package source: MixGHD_2.3.5.tar.gz
Windows binaries: r-devel: MixGHD_2.3.5.zip, r-devel-UCRT: MixGHD_2.3.5.zip, r-release: MixGHD_2.3.5.zip, r-oldrel: MixGHD_2.3.5.zip
macOS binaries: r-release (arm64): MixGHD_2.3.5.tgz, r-release (x86_64): MixGHD_2.3.5.tgz, r-oldrel: MixGHD_2.3.5.tgz
Old sources: MixGHD archive

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