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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>.

Versions across snapshots

VersionRepositoryFileSize
2.3.7 rolling linux/jammy R-4.5 MixGHD_2.3.7.tar.gz 304.2 KiB
2.3.7 rolling linux/noble R-4.5 MixGHD_2.3.7.tar.gz 304.2 KiB
2.3.7 rolling source/ R- MixGHD_2.3.7.tar.gz 67.7 KiB
2.3.7 latest linux/jammy R-4.5 MixGHD_2.3.7.tar.gz 304.2 KiB
2.3.7 latest linux/noble R-4.5 MixGHD_2.3.7.tar.gz 304.2 KiB
2.3.7 latest source/ R- MixGHD_2.3.7.tar.gz 67.7 KiB
2.3.7 2026-04-26 source/ R- MixGHD_2.3.7.tar.gz 67.7 KiB
2.3.7 2026-04-23 source/ R- MixGHD_2.3.7.tar.gz 67.7 KiB
2.3.7 2026-04-09 windows/windows R-4.5 MixGHD_2.3.7.zip 307.6 KiB
2.3.7 2025-04-20 source/ R- MixGHD_2.3.7.tar.gz 67.7 KiB

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