MVT: Estimation and Testing for the Multivariate t-Distribution

Routines to perform estimation and inference under the multivariate t-distribution. Currently, the following methodologies are implemented: multivariate mean and covariance estimation, hypothesis testing about the mean, equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate generation. Some auxiliary functions are also provided.

Install the latest version of this package by entering the following in R:
install.packages("MVT")
AuthorFelipe Osorio
Date of publication2015-10-11 00:12:53
MaintainerFelipe Osorio <felipe.osorio@ucv.cl>
LicenseGPL (>= 2)
Version0.3
http://www.ies.ucv.cl/mvt/

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