MixSAL (version 1.0)

MixSAL-package: Mixtures of SAL Distributions

Description

The current version of the MixSAL package allows users to generate data from a multivariate SAL distribution or a mixture of multivariate SAL distributions, evaluate the probability density function of a multivariate SAL distribution or a mixture of multivariate SAL distributions, and fit a mixture of multivariate SAL distributions using the Expectation-Maximization (EM) algorithm (see Franczak et. al, 2014 for details).

Details

Package:	MixSAL
Type:	Package
Version:	1.0
Date:	2018-05-09
License:	GPL (>=3.1.3)

This package contains the function msal for carrying about model based clustering using mixtures of SAL distributions; the functions rsal and rmsal for generating data from a multivariate SAL or mixture of multivariate SAL distributions, and hte functions dsal and dmsal for evaluating the model based clustering and classification using the mixture of generalized hyperbolic factor analyzers; the function MCGHD for model based clustering using the mixture of coalesced generalized hyperbolic distributions, and some real data sets.

References

Franczak et. al (2014). Mixtures of Shifted Asymmetric Laplace Distributions. IEEE Transactions on Pattern Analysis and Machine Intelligence, 38(6), 1149-1157.

Examples

# NOT RUN {
## Clustering Simulated Data
alpha <- matrix(c(2,2,1,2),2,2)
sig <- array(NA,dim=c(2,2,2))
sig[,,1] <- diag(2)
sig[,,2] <- matrix(c(1,0.5,0.5,1),2,2)
mu <- matrix(c(0,0,-2,5),2,2)
pi.g <- rep(1/2,2)
x <- rmsal(n=500,p=2,alpha=alpha,sig=sig,mu=mu,pi.g=pi.g)

msal.ex1 <- msal(x=x[,-1],G=2)
table(x[,1],msal.ex1$cluster)

## Evaluate the probability density function of the specified mixture of SAL distributions
pdf.sal <- dmsal(x=x[,-1],alpha=alpha,sig=sig,mu=mu,pi.g=pi.g)
pdf.sal[1:10]
# }