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MVT: Estimation and Testing for the Multivariate t-Distribution
Routines to perform estimation and inference under the multivariate t-distribution <doi:10.1007/s10182-022-00468-2>. Currently, the following methodologies are implemented: multivariate mean and covariance estimation, hypothesis testing about equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate generation.
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Package details |
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| Author | Felipe Osorio [aut, cre] (<https://orcid.org/0000-0002-4675-5201>) |
| Maintainer | Felipe Osorio <felipe.osorios@usm.cl> |
| License | GPL-3 |
| Version | 0.3-81 |
| URL | http://mvt.mat.utfsm.cl/ |
| Package repository | View on CRAN |
| Installation |
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