Package: nvmix 0.1-2

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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manual.pdf |manual.html✨
card.svg |card.png
nvmix/json (API)

# Install 'nvmix' in R:
install.packages('nvmix', repos = c('https://mariushofert.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.90 score 1 stars 40 scripts 688 downloads 46 exports 15 dependencies

Last updated from:33b8582aa7. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK186
linux-devel-x86_64OK187
source / vignettesOK261
linux-release-arm64OK187
linux-release-x86_64OK183
macos-release-arm64OK121
macos-release-x86_64OK233
macos-oldrel-arm64OK124
macos-oldrel-x86_64OK235
windows-develOK149
windows-releaseOK106
windows-oldrelOK135
wasm-releaseOK144

Exports:corgnvmixdgammamixdgnvmixdgStudentdgStudentcopuladNormdnvmixdnvmixcopuladskewtdskewtcopuladStudentdStudentcopulaES_nvmixfitgStudentcopulafitNormfitnvmixfitStudentfitStudentcopulaget_set_paramget_set_qqplot_paramlambda_gStudentpgammamixpgnvmixpgStudentpgStudentcopulapNormpnvmixpnvmixcopulapStudentpStudentcopulaqgammamixqnvmixqqplot_mahargammamixrgnvmixrgStudentrgStudentcopularNormrNorm_sumconstrrnvmixrnvmixcopularskewtrskewtcopularStudentrStudentcopulaVaR_nvmix

Dependencies:ADGofTestclustercolorspacecopulagsllatticeMatrixmnormtmvtnormnumDerivpcaPPpracmapsplineqrngstabledist

Estimating risk measures for normal variance mixture distributions

Erik Hintz, Marius Hofert and Christiane Lemieux

Rendered fromnvmix_riskmeasures.Rmdusingknitr::rmarkdownon May 22 2026.

Last update: 2020-06-12
Started: 2020-01-13

Multivariate Normal Variance Mixtures

Erik Hintz, Marius Hofert and Christiane Lemieux

Rendered fromnvmix_functionality.Rmdusingknitr::rmarkdownon May 22 2026.

Last update: 2020-06-12
Started: 2018-10-14