MVT: Estimation and Testing for the Multivariate t-Distribution
Version 0.3

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.

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Package details

AuthorFelipe Osorio
Date of publication2015-10-11 00:12:53
MaintainerFelipe Osorio <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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MVT documentation built on May 29, 2017, 1:14 p.m.