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.
Version: |
0.1-1 |
Depends: |
R (≥ 3.2.0) |
Imports: |
stats, methods, qrng, Matrix, copula, pcaPP, ADGofTest, mnormt, pracma |
Suggests: |
RColorBrewer, lattice, qrmdata, xts, knitr, rmarkdown |
Published: |
2024-03-04 |
DOI: |
10.32614/CRAN.package.nvmix |
Author: |
Marius Hofert [aut, cre],
Erik Hintz [aut],
Christiane Lemieux [aut] |
Maintainer: |
Marius Hofert <mhofert at hku.hk> |
License: |
GPL (≥ 3) | file LICENCE |
NeedsCompilation: |
yes |
Citation: |
nvmix citation info |
In views: |
Finance |
CRAN checks: |
nvmix results |
Documentation:
Downloads:
Reverse dependencies:
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