bankruptcy

The data set contain the ratio of retained earnings (RE) to total assets, and the ratio of earnings before interests and taxes (EBIT) to total assets of
66 American firms recorded in the form of ratios. Half of the selected firms had filed for bankruptcy.

data sets

Carries out model-based clustering, classification and discriminant analysis using five different models. The models are all based on the generalized hyperbolic distribution. The first model 'MGHD' (Browne and McNicholas (2015) <doi:10.1002/cjs.11246>) is the classical mixture of generalized hyperbolic distributions. The 'MGHFA' (Tortora et al. (2016) <doi:10.1007/s11634-015-0204-z>) is the mixture of generalized hyperbolic factor analyzers for high dimensional data sets. The 'MSGHD' is the mixture of multiple scaled generalized hyperbolic distributions, the 'cMSGHD' is a 'MSGHD' with convex contour plots and the 'MCGHD', mixture of coalesced generalized hyperbolic distributions is a new more flexible model (Tortora et al. (2019)<doi:10.1007/s00357-019-09319-3>. The paper related to the software can be found at <doi:10.18637/jss.v098.i03>.

Cristina Tortora

MixGHD

Model Based Clustering, Classification and Discriminant Analysis
Using the Mixture of Generalized Hyperbolic Distributions

bankruptcy function

A data frame with the following variables:<dl class="dl-horizontal">
<dt>Y</dt><dd>the status of the firm: <code>0</code> bankruptcy or <code>1</code> financially sound.</dd>
<dt>RE</dt><dd>ratio</dd>
<dt>EBIT</dt><dd>ratio</dd></dl>

bankruptcy: Bankruptcy data

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