MixGHD: Model based clustering and classification using the mixture of generalized hyperbolic distributions

Carries out model-based clustering using three 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 MCGHD, mixture of coalesced generalized hyperbolic distributions is a new more flexible model.

Version: 1.0
Depends: Bessel, stats, MASS, mvtnorm, ghyp, numDeriv, R (≥ 3.1.1)
Published: 2014-07-22
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_1.0.tar.gz
Windows binaries: r-devel: MixGHD_1.0.zip, r-release: MixGHD_1.0.zip, r-oldrel: not available
OS X Snow Leopard binaries: r-release: MixGHD_1.0.tgz, r-oldrel: not available
OS X Mavericks binaries: r-release: MixGHD_1.0.tgz