{
  "_id": "6a3b74fa5cdecea1d68224b8",
  "Package": "nvmix",
  "Version": "0.1-2",
  "Encoding": "UTF-8",
  "Title": "Multivariate Normal Variance Mixtures",
  "Description": "Functions for working with (grouped) multivariate normal\nvariance mixture distributions (evaluation of distribution\nfunctions and densities, random number generation and parameter\nestimation), including Student's t distribution for non-integer\ndegrees-of-freedom as well as the grouped t distribution and\ncopula with multiple degrees-of-freedom parameters. See\n<doi:10.18637/jss.v102.i02> for a high-level description of\nselect functionality.",
  "Authors@R": "c(person(given = \"Marius\", family = \"Hofert\", role = c(\"aut\", \"cre\"),\nemail = \"mhofert@hku.hk\"),\nperson(given = \"Erik\", family = \"Hintz\", role = \"aut\",\nemail = \"erik.hintz@uwaterloo.ca\"),\nperson(given = \"Christiane\", family = \"Lemieux\", role = \"aut\",\nemail = \"clemieux@uwaterloo.ca\"))",
  "Author": "Marius Hofert [aut, cre], Erik Hintz [aut], Christiane Lemieux\n[aut]",
  "Maintainer": "Marius Hofert <mhofert@hku.hk>",
  "License": "GPL (>= 3) | file LICENCE",
  "NeedsCompilation": "yes",
  "VignetteBuilder": "knitr",
  "Packaged": {
    "Date": "2026-06-24 06:01:21 UTC",
    "User": "root"
  },
  "Config/pak/sysreqs": "libgsl0-dev",
  "Repository": "https://mariushofert.r-universe.dev",
  "Date/Publication": "2025-09-10 07:50:26 UTC",
  "RemoteUrl": "https://github.com/cran/nvmix",
  "RemoteRef": "HEAD",
  "RemoteSha": "33b8582aa77098c8cf15c8ad321aafbea0836e88",
  "MD5sum": "dbb3cb5982628e5c3844b4e0dd6d68cf",
  "_user": "mariushofert",
  "_type": "src",
  "_file": "nvmix_0.1-2.tar.gz",
  "_fileid": "a958b867899617cd40b328dc816b7e9869c1c535be4c31c621030d98af4c3bfe",
  "_filesize": 2942173,
  "_sha256": "a958b867899617cd40b328dc816b7e9869c1c535be4c31c621030d98af4c3bfe",
  "_created": "2026-06-24T06:01:21.000Z",
  "_published": "2026-06-24T06:11:06.877Z",
  "_distro": "resolute",
  "_jobs": [
    {
      "job": 83128215379,
      "time": 208,
      "config": "linux-devel-arm64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7841409611"
    },
    {
      "job": 83128215365,
      "time": 201,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7841406813"
    },
    {
      "job": 83128215401,
      "time": 194,
      "config": "linux-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7841406468"
    },
    {
      "job": 83128215395,
      "time": 288,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7841429474"
    },
    {
      "job": 83128215391,
      "time": 100,
      "config": "macos-oldrel-arm64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7841380645"
    },
    {
      "job": 83128215412,
      "time": 540,
      "config": "macos-oldrel-x86_64",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7841494755"
    },
    {
      "job": 83128215446,
      "time": 135,
      "config": "macos-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7841389950"
    },
    {
      "job": 83128215363,
      "time": 393,
      "config": "macos-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7841456811"
    },
    {
      "job": 83127643044,
      "time": 264,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7841353753"
    },
    {
      "job": 83128215355,
      "time": 177,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7841401237"
    },
    {
      "job": 83128215389,
      "time": 164,
      "config": "windows-devel",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7841397489"
    },
    {
      "job": 83128215356,
      "time": 125,
      "config": "windows-oldrel",
      "r": "4.5.3",
      "check": "OK",
      "artifact": "7841386856"
    },
    {
      "job": 83128215411,
      "time": 168,
      "config": "windows-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7841398725"
    }
  ],
  "_buildurl": "https://github.com/r-universe/mariushofert/actions/runs/28078434611",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/cran/nvmix",
  "_commit": {
    "id": "33b8582aa77098c8cf15c8ad321aafbea0836e88",
    "author": "Marius Hofert <mhofert@hku.hk>",
    "committer": "cran-robot <csardi.gabor+cran@gmail.com>",
    "message": "version 0.1-2\n",
    "time": 1757490626
  },
  "_maintainer": {
    "name": "Marius Hofert",
    "email": "mhofert@hku.hk",
    "login": "mariushofert",
    "description": "",
    "uuid": 171023508
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 3.2.0",
      "role": "Depends"
    },
    {
      "package": "stats",
      "role": "Imports"
    },
    {
      "package": "methods",
      "role": "Imports"
    },
    {
      "package": "qrng",
      "role": "Imports"
    },
    {
      "package": "Matrix",
      "role": "Imports"
    },
    {
      "package": "copula",
      "role": "Imports"
    },
    {
      "package": "pcaPP",
      "role": "Imports"
    },
    {
      "package": "ADGofTest",
      "role": "Imports"
    },
    {
      "package": "mnormt",
      "role": "Imports"
    },
    {
      "package": "pracma",
      "role": "Imports"
    },
    {
      "package": "RColorBrewer",
      "role": "Suggests"
    },
    {
      "package": "lattice",
      "role": "Suggests"
    },
    {
      "package": "qrmdata",
      "role": "Suggests"
    },
    {
      "package": "xts",
      "role": "Suggests"
    },
    {
      "package": "knitr",
      "role": "Suggests"
    },
    {
      "package": "rmarkdown",
      "role": "Suggests"
    },
    {
      "package": "qrmtools",
      "role": "Suggests"
    },
    {
      "package": "rugarch",
      "role": "Suggests"
    },
    {
      "package": "quadprog",
      "role": "Suggests"
    },
    {
      "package": "mvtnorm",
      "role": "Suggests"
    },
    {
      "package": "sensitivity",
      "role": "Suggests"
    },
    {
      "package": "microbenchmark",
      "role": "Suggests"
    },
    {
      "package": "QRM",
      "role": "Suggests"
    },
    {
      "package": "zoo",
      "role": "Suggests"
    }
  ],
  "_owner": "cran",
  "_selfowned": true,
  "_usedby": 0,
  "_updates": [
    {
      "week": "2025-37",
      "n": 1
    }
  ],
  "_tags": [
    {
      "name": "0.1-2",
      "date": "2025-09-10"
    }
  ],
  "_stars": 1,
  "_contributors": [
    {
      "user": "mariushofert",
      "count": 2,
      "uuid": 171023508
    }
  ],
  "_userbio": {
    "uuid": 171023508,
    "type": "user",
    "name": "mariushofert",
    "followers": 0
  },
  "_downloads": {
    "count": 677,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/nvmix"
  },
  "_searchresults": 47,
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/nvmix.html",
    "manual.pdf"
  ],
  "_realowner": "mariushofert",
  "_cranurl": false,
  "_releases": [
    {
      "version": "0.0-1",
      "date": "2018-10-14"
    },
    {
      "version": "0.0-2",
      "date": "2019-11-13"
    },
    {
      "version": "0.0-3",
      "date": "2020-01-13"
    },
    {
      "version": "0.0-4",
      "date": "2020-06-12"
    },
    {
      "version": "0.0-5",
      "date": "2020-09-21"
    },
    {
      "version": "0.0-6",
      "date": "2021-05-12"
    },
    {
      "version": "0.0-7",
      "date": "2022-01-04"
    },
    {
      "version": "0.0-8",
      "date": "2022-01-23"
    },
    {
      "version": "0.1-0",
      "date": "2022-04-26"
    },
    {
      "version": "0.1-1",
      "date": "2024-03-04"
    },
    {
      "version": "0.1-2",
      "date": "2025-09-10"
    }
  ],
  "_exports": [
    "corgnvmix",
    "dgammamix",
    "dgnvmix",
    "dgStudent",
    "dgStudentcopula",
    "dNorm",
    "dnvmix",
    "dnvmixcopula",
    "dskewt",
    "dskewtcopula",
    "dStudent",
    "dStudentcopula",
    "ES_nvmix",
    "fitgStudentcopula",
    "fitNorm",
    "fitnvmix",
    "fitStudent",
    "fitStudentcopula",
    "get_set_param",
    "get_set_qqplot_param",
    "lambda_gStudent",
    "pgammamix",
    "pgnvmix",
    "pgStudent",
    "pgStudentcopula",
    "pNorm",
    "pnvmix",
    "pnvmixcopula",
    "pStudent",
    "pStudentcopula",
    "qgammamix",
    "qnvmix",
    "qqplot_maha",
    "rgammamix",
    "rgnvmix",
    "rgStudent",
    "rgStudentcopula",
    "rNorm",
    "rNorm_sumconstr",
    "rnvmix",
    "rnvmixcopula",
    "rskewt",
    "rskewtcopula",
    "rStudent",
    "rStudentcopula",
    "VaR_nvmix"
  ],
  "_datasets": [
    {
      "name": "numerical_experiments_data",
      "title": "Data Generated by the Demo 'numerical_experiments'",
      "object": "numerical_experiments_data",
      "file": "numerical_experiments_data.RData",
      "class": [
        "list"
      ],
      "fields": [],
      "table": false,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "copula",
      "title": "Functionalities for Normal Variance Mixture Copulas",
      "topics": [
        "dgStudentcopula",
        "dnvmixcopula",
        "dStudentcopula",
        "fitgStudentcopula",
        "fitStudentcopula",
        "pgStudentcopula",
        "pnvmixcopula",
        "pStudentcopula",
        "rgStudentcopula",
        "rnvmixcopula",
        "rStudentcopula"
      ]
    },
    {
      "page": "dependencemeasures",
      "title": "Dependence Measures for grouped normal variance mixture copulas",
      "topics": [
        "corgnvmix",
        "lambda_gStudent"
      ]
    },
    {
      "page": "dgnvmix",
      "title": "Density of Grouped Normal Variance Mixtures",
      "topics": [
        "dgnvmix",
        "dgStudent"
      ]
    },
    {
      "page": "dnvmix",
      "title": "Density of Multivariate Normal Variance Mixtures",
      "topics": [
        "dNorm",
        "dnvmix",
        "dStudent"
      ]
    },
    {
      "page": "fitnvmix",
      "title": "Fitting Multivariate Normal Variance Mixtures",
      "topics": [
        "fitNorm",
        "fitnvmix",
        "fitStudent"
      ]
    },
    {
      "page": "gammamix",
      "title": "Functionalities for Gamma Scale Mixture Models",
      "topics": [
        "dgammamix",
        "pgammamix",
        "qgammamix",
        "rgammamix"
      ]
    },
    {
      "page": "get_set_param",
      "title": "Algorithm-specific Parameters",
      "topics": [
        "get_set_param"
      ]
    },
    {
      "page": "get_set_qqplot_param",
      "title": "Plotting parameters for QQ Plots",
      "topics": [
        "get_set_qqplot_param"
      ]
    },
    {
      "page": "numerical_experiments_data",
      "title": "Data Generated by the Demo 'numerical_experiments'",
      "topics": [
        "numerical_experiments_data"
      ]
    },
    {
      "page": "pgnvmix",
      "title": "Distribution Function of Grouped Multivariate Normal Variance Mixtures",
      "topics": [
        "pgnvmix",
        "pgStudent"
      ]
    },
    {
      "page": "pnvmix",
      "title": "Distribution Function of Multivariate Normal Variance Mixtures",
      "topics": [
        "pNorm",
        "pnvmix",
        "pStudent"
      ]
    },
    {
      "page": "qnvmix",
      "title": "Quantile Function of a univariate Normal Variance Mixture Distribution",
      "topics": [
        "qnvmix"
      ]
    },
    {
      "page": "qqplot_maha",
      "title": "QQ Plot for Multivariate Normal Variance Mixtures",
      "topics": [
        "qqplot_maha"
      ]
    },
    {
      "page": "rgnvmix",
      "title": "(Quasi-)Random Number Generator for Grouped Normal Variance Mixtures",
      "topics": [
        "rgnvmix",
        "rgStudent"
      ]
    },
    {
      "page": "riskmeasures",
      "title": "Risk measures for normal variance mixtures",
      "topics": [
        "ES_nvmix",
        "VaR_nvmix"
      ]
    },
    {
      "page": "rnvmix",
      "title": "(Quasi-)Random Number Generation for Multivariate Normal Variance Mixtures",
      "topics": [
        "rNorm",
        "rNorm_sumconstr",
        "rnvmix",
        "rStudent"
      ]
    },
    {
      "page": "skewstudent",
      "title": "Functionalities for the skew-t distribution and copula",
      "topics": [
        "dskewt",
        "dskewtcopula",
        "rskewt",
        "rskewtcopula"
      ]
    }
  ],
  "_rundeps": [
    "ADGofTest",
    "cluster",
    "colorspace",
    "copula",
    "gsl",
    "lattice",
    "Matrix",
    "mnormt",
    "mvtnorm",
    "numDeriv",
    "pcaPP",
    "pracma",
    "pspline",
    "qrng",
    "stabledist"
  ],
  "_vignettes": [
    {
      "source": "nvmix_riskmeasures.Rmd",
      "filename": "nvmix_riskmeasures.html",
      "title": "Estimating risk measures for normal variance mixture distributions",
      "author": "Erik Hintz, Marius Hofert and Christiane Lemieux",
      "engine": "knitr::rmarkdown",
      "headings": [
        "Introduction",
        "Estimating Risk Measures for $X\\sim NVM_1(\\mu, \\sigma, F_W)$",
        "Value-at-risk",
        "Expected Shortfall"
      ],
      "created": "2020-01-13 05:10:02",
      "modified": "2020-06-12 08:10:16",
      "commits": 2
    },
    {
      "source": "nvmix_functionality.Rmd",
      "filename": "nvmix_functionality.html",
      "title": "Multivariate Normal Variance Mixtures",
      "author": "Erik Hintz, Marius Hofert and Christiane Lemieux",
      "engine": "knitr::rmarkdown",
      "headings": [
        "1 Introduction",
        "2 Evaluating the distribution function",
        "2.1 Exponential mixture distribution",
        "2.2 Three-point mixture distribution",
        "2.3 The wrappers pNorm() and pStudent()",
        "2.4 The effect of algorithm-specific parameters",
        "3 Evaluating the density function",
        "3.1 3-point mixture",
        "3.2 Inverse-gamma mixture",
        "4 (Quasi-)random number generation",
        "5 Parameter estimation"
      ],
      "created": "2018-10-14 16:20:03",
      "modified": "2020-06-12 08:10:16",
      "commits": 4
    }
  ],
  "_score": 2.9731278535996988,
  "_indexed": true,
  "_nocasepkg": "nvmix",
  "_universes": [
    "mariushofert"
  ],
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.1-2",
      "date": "2026-06-24T06:04:43.000Z",
      "distro": "resolute",
      "arch": "aarch64",
      "commit": "33b8582aa77098c8cf15c8ad321aafbea0836e88",
      "fileid": "3ef9f9128a8c3e12b5cb149d54fee9ea773895102202746c1bb4a269bc8ae25c",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mariushofert/actions/runs/28078434611"
    },
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "0.1-2",
      "date": "2026-06-24T06:04:18.000Z",
      "distro": "resolute",
      "arch": "x86_64",
      "commit": "33b8582aa77098c8cf15c8ad321aafbea0836e88",
      "fileid": "3c03b804c8b42dd57b1a7329970028e339dabf32a8d228a290e9ea0def33a61f",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mariushofert/actions/runs/28078434611"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "0.1-2",
      "date": "2026-06-24T06:04:29.000Z",
      "distro": "resolute",
      "arch": "aarch64",
      "commit": "33b8582aa77098c8cf15c8ad321aafbea0836e88",
      "fileid": "1fc2ba5ed3735d67413f3b754b22d8e737957469e121ef9bdd8b81582733783d",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mariushofert/actions/runs/28078434611"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "0.1-2",
      "date": "2026-06-24T06:05:48.000Z",
      "distro": "resolute",
      "arch": "x86_64",
      "commit": "33b8582aa77098c8cf15c8ad321aafbea0836e88",
      "fileid": "4769cc62d4a2775cdb390190ea2d63dbe164c55f46e97317c3ff90ce51f5818c",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mariushofert/actions/runs/28078434611"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.1-2",
      "date": "2026-06-24T06:02:56.000Z",
      "arch": "aarch64",
      "commit": "33b8582aa77098c8cf15c8ad321aafbea0836e88",
      "fileid": "6e8dba1ac076739bbcd5cac9fc3c788c6b35c1ba25d86ac46bc91e69be44fdd2",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mariushofert/actions/runs/28078434611"
    },
    {
      "r": "4.5.3",
      "os": "mac",
      "version": "0.1-2",
      "date": "2026-06-24T06:07:51.000Z",
      "arch": "x86_64",
      "commit": "33b8582aa77098c8cf15c8ad321aafbea0836e88",
      "fileid": "5c441bbdc9576331088cb36184bf6dd27ba6058e576d09704deb5324bf41887e",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mariushofert/actions/runs/28078434611"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "0.1-2",
      "date": "2026-06-24T06:03:21.000Z",
      "arch": "aarch64",
      "commit": "33b8582aa77098c8cf15c8ad321aafbea0836e88",
      "fileid": "8a0391cb355f57e8a7c996d0b041f2ea0440e7b21a662bb3af193fa222fbba49",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mariushofert/actions/runs/28078434611"
    },
    {
      "r": "4.6.0",
      "os": "mac",
      "version": "0.1-2",
      "date": "2026-06-24T06:06:26.000Z",
      "arch": "x86_64",
      "commit": "33b8582aa77098c8cf15c8ad321aafbea0836e88",
      "fileid": "6f1b219daec3517499735895505df8e6e3de7ba04fb795a5aa464f66e92c6240",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mariushofert/actions/runs/28078434611"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "0.1-2",
      "date": "2026-06-24T06:04:46.000Z",
      "arch": "emscripten",
      "commit": "33b8582aa77098c8cf15c8ad321aafbea0836e88",
      "fileid": "f08c10f560ff2230ab19a538fa8580e90171f6d25fa552a0f5d1fbc2916a7463",
      "status": "success",
      "buildurl": "https://github.com/r-universe/mariushofert/actions/runs/28078434611"
    },
    {
      "r": "4.7.0",
      "os": "win",
      "version": "0.1-2",
      "date": "2026-06-24T06:03:16.000Z",
      "arch": "x86_64",
      "commit": "33b8582aa77098c8cf15c8ad321aafbea0836e88",
      "fileid": "b3a55fbe0e5330f6e8877be5b46066ef250bbb5202ef9db965baee7bfedabc0a",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mariushofert/actions/runs/28078434611"
    },
    {
      "r": "4.5.3",
      "os": "win",
      "version": "0.1-2",
      "date": "2026-06-24T06:02:45.000Z",
      "arch": "x86_64",
      "commit": "33b8582aa77098c8cf15c8ad321aafbea0836e88",
      "fileid": "7af74912b6f742a4997be15191a7b69da0475491d90fbad845d7fc8fcd2b9201",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mariushofert/actions/runs/28078434611"
    },
    {
      "r": "4.6.0",
      "os": "win",
      "version": "0.1-2",
      "date": "2026-06-24T06:03:09.000Z",
      "arch": "x86_64",
      "commit": "33b8582aa77098c8cf15c8ad321aafbea0836e88",
      "fileid": "508eee47e17706f1bfe2ba98c8fdf09394e74d384ee97cbf0b96a86355c8c948",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/mariushofert/actions/runs/28078434611"
    }
  ]
}