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.

Getting started

Package details

AuthorFelipe Osorio
MaintainerFelipe Osorio <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the MVT package in your browser

Any scripts or data that you put into this service are public.

MVT documentation built on May 1, 2019, 10:16 p.m.