MixGHD

Model Based Clustering, Classification and Discriminant Analysis Using the Mixture of Generalized Hyperbolic Distributions

CRAN Package

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)) is the classical mixture of generalized hyperbolic distributions. The 'MGHFA' (Tortora et al. (2016)) 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)). The paper related to the software can be found at doi:10.18637/jss.v098.i03.


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  • Depends1 package
  • Imports7 packages
  • Reverse Imports1 package