Package index • mclustAddons

All functions

EntropyGMM() EntropyGauss() nats2bits() bits2nats(): Gaussian mixture-based estimation of entropy

GMMlogreturn() summary(<GMMlogreturn>): Modeling log-returns distribution via Gaussian Mixture Models

GaussianMixtureMEM(): Modal EM algorithm for Gaussian Mixtures

MclustBounded() summary(<MclustBounded>): Model-based clustering for bounded data

MclustBoundedParameters(): Recover parameters in the original scale

MclustMEM() summary(<MclustMEM>): Modal EM algorithm for Gaussian Mixtures fitted via mclust package

VaR(<GMMlogreturn>) ES(<GMMlogreturn>): Risk measures from Gaussian mixtures modeling

VaR() ES(): Financial risk measures

densityMclustBounded() summary(<densityMclustBounded>): Model-based mixture density estimation for bounded data

cdfDensityBounded() quantileDensityBounded() densityMclustBounded.diagnostic(): Cumulative distribution and quantiles of univariate model-based mixture density estimation for bounded data

gold: Gold price log-returns

hypcube_lhs(): Latin Hypercube Sampling

hypcube_smc(): Simple Monte Carlo Sampling

hypvolgmm(): Gaussian mixture-based hypervolume estimation of multivariate data

hypvolgmm_hdlevel(): Default HDR level defining the GMM hull

hypvoltmvnorm(): Approximate hypervolume for multivariate data

hypvolunif(): Approximate hypervolume for multivariate data

as.MclustBounded() as.densityMclustBounded(): Internal mclustAddons functions

mclustMarginalParams() gmm2margParams(): Marginal parameters from fitted GMMs via mclust

plot(<MclustBounded>): Plotting method for model-based clustering of bounded data

plot(<MclustMEM>): Plotting method for modal-clustering based on Gaussian Mixtures

plot(<densityMclustBounded>): Plotting method for model-based mixture density estimation for bounded data

predict(<MclustBounded>): Model-based clustering estimation for bounded data

predict(<densityMclustBounded>): Model-based mixture density estimation for bounded data

racial: Racial data

rangepowerTransform() rangepowerBackTransform(): Range–power transformation

suicide: Suicide data