Package: nvmix 0.1-1

nvmix: Multivariate Normal Variance Mixtures

Functions for working with (grouped) multivariate normal variance mixture distributions (evaluation of distribution functions and densities, random number generation and parameter estimation), including Student's t distribution for non-integer degrees-of-freedom as well as the grouped t distribution and copula with multiple degrees-of-freedom parameters. See <doi:10.18637/jss.v102.i02> for a high-level description of select functionality.

Authors:Marius Hofert [aut, cre], Erik Hintz [aut], Christiane Lemieux [aut]

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46 exports 1 stars 0.23 score 14 dependencies 40 scripts 380 downloads

Last updated 7 months agofrom:a609c4858d. Checks:OK: 7 NOTE: 2. Indexed: yes.

Exports:corgnvmixdgammamixdgnvmixdgStudentdgStudentcopuladNormdnvmixdnvmixcopuladskewtdskewtcopuladStudentdStudentcopulaES_nvmixfitgStudentcopulafitNormfitnvmixfitStudentfitStudentcopulaget_set_paramget_set_qqplot_paramlambda_gStudentpgammamixpgnvmixpgStudentpgStudentcopulapNormpnvmixpnvmixcopulapStudentpStudentcopulaqgammamixqnvmixqqplot_mahargammamixrgnvmixrgStudentrgStudentcopularNormrNorm_sumconstrrnvmixrnvmixcopularskewtrskewtcopularStudentrStudentcopulaVaR_nvmix

Dependencies:ADGofTestcolorspacecopulagsllatticeMatrixmnormtmvtnormnumDerivpcaPPpracmapsplineqrngstabledist