Clustering Using Mixtures of Sub Gaussian Stable Distributions


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Documentation for package ‘mixSSG’ version 2.1.1

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AIS AIS data
bankruptcy bankruptcy data
dssg Approximating the density function of skewed sub-Gaussian stable distribution.
fitBayes Estimating parameters of the symmetric alpha-stable (SalphaS) distribution using Bayesian paradigm.
fitmssg Computing the maximum likelihood estimator for the mixtures of skewed sub-Gaussian stable distributions using the EM algorithm.
rpstable Simulating positive stable random variable.
rssg Simulating skewed sub-Gaussian stable random vector.
stoch Estimating the tail index of the skewed sub-Gaussian stable distribution using the stochastic EM algorithm given that other parameters are known.