Package: mclustAddons 0.9.1

Luca Scrucca

mclustAddons: Addons for the 'mclust' Package

Extend the functionality of the 'mclust' package for Gaussian finite mixture modeling by including: density estimation for data with bounded support (Scrucca, 2019 <doi:10.1002/bimj.201800174>); modal clustering using MEM (Modal EM) algorithm for Gaussian mixtures (Scrucca, 2021 <doi:10.1002/sam.11527>); entropy estimation via Gaussian mixture modeling (Robin & Scrucca, 2023 <doi:10.1016/j.csda.2022.107582>); Gaussian mixtures modeling of financial log-returns (Scrucca, 2024 <doi:10.3390/e26110907>).

Authors:Luca Scrucca [aut, cre, cph]

mclustAddons_0.9.1.tar.gz
mclustAddons_0.9.1.tar.gz(r-4.5-noble)mclustAddons_0.9.1.tar.gz(r-4.4-noble)
mclustAddons_0.9.1.tgz(r-4.4-emscripten)mclustAddons_0.9.1.tgz(r-4.3-emscripten)
mclustAddons.pdf |mclustAddons.html
mclustAddons/json (API)
NEWS

# Install 'mclustAddons' in R:
install.packages('mclustAddons', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/mclust-org/mclustaddons/issues

Pkgdown:https://mclust-org.github.io

Uses libs:
  • c++– GNU Standard C++ Library v3
Datasets:

cpp

3.18 score 7 scripts 430 downloads 21 exports 35 dependencies

Last updated 28 days agofrom:9adbbeddcd. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 27 2024
R-4.5-linux-x86_64OKNov 27 2024

Exports:as.densityMclustBoundedas.MclustBoundedbits2natscdfDensityBoundeddensityMclustBoundeddensityMclustBounded.diagnosticEntropyGaussEntropyGMMESGaussianMixtureMEMgmm2margParamsGMMlogreturnMclustBoundedMclustBoundedParametersmclustMarginalParamsMclustMEMnats2bitsquantileDensityBoundedrangepowerBackTransformrangepowerTransformVaR

Dependencies:base64encbslibcachemclicodetoolsdigestdoParalleldoRNGevaluatefastmapfontawesomeforeachfsgluehighrhtmltoolsiteratorsjquerylibjsonliteknitrlifecyclemclustmemoisemimeR6rappdirsRcppRcppArmadillorlangrmarkdownrngtoolssasstinytexxfunyaml

A quick tour of mclustAddons

Rendered frommclustAddons.Rmdusingknitr::rmarkdownon Nov 27 2024.

Last update: 2024-11-13
Started: 2021-09-29

Readme and manuals

Help Manual

Help pageTopics
Cumulative distribution and quantiles of univariate model-based mixture density estimation for bounded datacdfDensityBounded densityMclustBounded.diagnostic quantileDensityBounded
Model-based mixture density estimation for bounded datadensityMclustBounded print.densityMclustBounded print.summary.densityMclustBounded summary.densityMclustBounded
Gaussian mixture-based estimation of entropybits2nats EntropyGauss EntropyGMM EntropyGMM.data.frame EntropyGMM.densityMclust EntropyGMM.densityMclustBounded EntropyGMM.matrix EntropyGMM.Mclust nats2bits
Modal EM algorithm for Gaussian MixturesGaussianMixtureMEM
Modeling log-returns distribution via Gaussian Mixture ModelsGMMlogreturn summary.GMMlogreturn
Gold price log-returnsgold
Internal 'mclustAddons' functionsas.densityMclustBounded as.densityMclustBounded.default as.densityMclustBounded.MclustBounded as.MclustBounded as.MclustBounded.default as.MclustBounded.densityMclustBounded mclustAddons-internal
Model-based clustering for bounded dataMclustBounded print.MclustBounded print.summary.MclustBounded summary.MclustBounded
Recover parameters in the original scaleMclustBoundedParameters
Marginal parameters from fitted GMMs via mclustgmm2margParams mclustMarginalParams
Modal EM algorithm for Gaussian Mixtures fitted via _mclust_ packageMclustMEM print.MclustMEM print.summary.MclustMEM summary.MclustMEM
Plotting method for model-based mixture density estimation for bounded dataplot.densityMclustBounded
Plotting method for model-based clustering of bounded dataplot.MclustBounded
Plotting method for modal-clustering based on Gaussian Mixturesplot.MclustMEM
Model-based mixture density estimation for bounded datapredict.densityMclustBounded
Model-based clustering estimation for bounded datapredict.MclustBounded
Racial dataracial
Range–power transformationrangepowerBackTransform rangepowerTransform
Suicide datasuicide
Financial risk measuresES VaR
Risk measures from Gaussian mixtures modelingES.GMMlogreturn VaR.GMMlogreturn