mixSSG (version 2.1.1)

Clustering Using Mixtures of Sub Gaussian Stable Distributions

Description

Developed for model-based clustering using the finite mixtures of skewed sub-Gaussian stable distributions developed by Teimouri (2022) and estimating parameters of the symmetric stable distribution within the Bayesian framework.

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Version

Install

install.packages('mixSSG')

Monthly Downloads

188

Version

2.1.1

License

GPL (>= 2)

Maintainer

Mahdi Teimouri

Last Published

September 11th, 2022

Functions in mixSSG (2.1.1)

stoch

Estimating the tail index of the skewed sub-Gaussian stable distribution using the stochastic EM algorithm given that other parameters are known.

fitBayes

Estimating parameters of the symmetric \(\alpha\)-stable (S\(\alpha\)S) distribution using Bayesian paradigm.

rpstable

Simulating positive stable random variable.

rssg

Simulating skewed sub-Gaussian stable random vector.

dssg

Approximating the density function of skewed sub-Gaussian stable distribution.

bankruptcy

bankruptcy data

fitmssg

Computing the maximum likelihood estimator for the mixtures of skewed sub-Gaussian stable distributions using the EM algorithm.

AIS

AIS data