CondMVT: Conditional Multivariate t Distribution, Expectation Maximization Algorithm, and Its Stochastic Variants

Computes conditional multivariate t probabilities, random deviates, and densities. It can also be used to create missing values at random in a dataset, resulting in a missing at random (MAR) mechanism. Inbuilt in the package are the Expectation-Maximization (EM), Monte Carlo EM, and Stochastic EM algorithms for imputation of missing values in datasets assuming the multivariate t distribution. See Kinyanjui, Tamba, Orawo, and Okenye (2020)<doi:10.3233/mas-200493>, and Kinyanjui, Tamba, and Okenye(2021)<http://www.ceser.in/ceserp/index.php/ijamas/article/view/6726/0> for more details.

Getting started

Package details

AuthorPaul Kinyanjui [aut, cre], Cox Tamba [aut], Justin Okenye [aut], Luke Orawo [ctb]
MaintainerPaul Kinyanjui <kinyanjui.access@gmail.com>
LicenseMIT + file LICENSE
Version0.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("CondMVT")

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CondMVT documentation built on Sept. 9, 2025, 5:55 p.m.