Model Based Clustering, Classification and Discriminant Analysis Using the Mixture of Generalized Hyperbolic Distributions
Adjusted Rand Index.
Convex mixture of multiple scaled generalized hyperbolic distributions...
Coefficients for objects of class MixGHD
Contour plot
Discriminant analysis using the mixture of generalized hyperbolic dist...
Density of a coalesced generalized hyperbolic distribution (MSGHD).
Density of a generalized hyperbolic distribution (GHD).
Density of a mulitple-scaled generalized hyperbolic distribution (MSGH...
Mixture of coalesced generalized hyperbolic distributions (MCGHD).
Mixture of generalized hyperbolic distributions (MGHD).
Mixture of generalized hyperbolic factor analyzers (MGHFA).
Class MixGHD.
Class "MixGHD"
Mixture of multiple scaled generalized hyperbolic distributions (MSGHD...
Plot objects of class MixGHD.
Membership prediction for objects of class MixGHD
Pseudo random number generation from a coalesced generalized hyperboli...
Pseudo random number generation from a generalized hyperbolic distribu...
Pseudo random number generation from a mulitple-scaled generalized hyp...
Plot objects of class MixGHD.
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>.