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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "mvvg" in publications use:'
type: software
license: MIT
title: 'mvvg: Matrix-Variate Variance-Gamma Distribution'
version: 0.1.0
doi: 10.1007/978-3-319-41573-4_18
identifiers:
- type: doi
  value: 10.32614/CRAN.package.mvvg
abstract: Rudimentary functions for sampling and calculating density from the matrix-variate
  variance-gamma distribution.
authors:
- family-names: Soon
  given-names: Samuel
  email: samksoon2@gmail.com
preferred-citation:
  type: book
  title: A Mixture of Variance-Gamma Factor Analyzers
  authors:
  - name: McNicholas
  - family-names: M.
    given-names: Sharon
  - family-names: D.
    given-names: Paul
  - name: Browne
  - family-names: P.
    given-names: Ryan
  editors:
  - name: Ahmed
  - family-names: Ejaz
    given-names: S.
  collection-title: 'Big and Complex Data Analysis: Methodologies and Applications'
  collection-type: book
  year: '2017'
  publisher:
    name: Springer International Publishing
    address: Cham
  abstract: The mixture of factor analyzers model is extended to variance-gamma mixtures
    to facilitate flexible clustering of high-dimensional data. The formation of the
    variance-gamma distribution utilized is a special and limiting case of the generalized
    hyperbolic distribution. Parameter estimation for these mixtures is carried out
    via an alternating expectation-conditional maximization algorithm, and relies
    on convenient expressions for expected values for the generalized inverse Gaussian
    distribution. The Bayesian information criterion is used to select the number
    of latent factors. The mixture of variance-gamma factor analyzers model is illustrated
    on a well-known breast cancer data set. Finally, the place of variance-gamma mixtures
    within the growing body of literature on non-Gaussian mixtures is considered.
  isbn: 978-3-319-41573-4
  doi: 10.1007/978-3-319-41573-4_18
  url: https://doi.org/10.1007/978-3-319-41573-4_18
  start: '369'
  end: '385'
repository: https://samksoon.r-universe.dev
commit: 38dcb14242a68335e86ec34c580c26240df18591
date-released: '2024-11-19'
contact:
- family-names: Soon
  given-names: Samuel
  email: samksoon2@gmail.com