mig: Multivariate Inverse Gaussian Distribution

Provides utilities for estimation for the multivariate inverse Gaussian distribution of Minami (2003) <doi:10.1081/STA-120025379>, including random vector generation and explicit estimators of the location vector and scale matrix. The package implements kernel density estimators discussed in Belzile, Desgagnes, Genest and Ouimet (2024) <doi:10.48550/arXiv.2209.04757> for smoothing multivariate data on half-spaces.

Package details

AuthorLeo Belzile [aut, cre] (<https://orcid.org/0000-0002-9135-014X>), Frederic Ouimet [aut] (<https://orcid.org/0000-0001-7933-5265>)
MaintainerLeo Belzile <belzilel@gmail.com>
LicenseMIT + file LICENSE
Version2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mig")

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mig documentation built on April 11, 2025, 5:45 p.m.