mvpd: Multivariate Product Distributions for Elliptically Contoured Distributions

Estimates multivariate subgaussian stable densities and probabilities as well as generates random variates using product distribution theory. A function for estimating the parameters from data to fit a distribution to data is also provided, using the method from Nolan (2013) <doi:10.1007/s00180-013-0396-7>.

Getting started

Package details

AuthorBruce Swihart [aut, cre] (<https://orcid.org/0000-0002-4216-9942>)
MaintainerBruce Swihart <bruce.swihart@gmail.com>
LicenseMIT + file LICENSE
Version0.0.4
URL https://github.com/swihart/mvpd
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("mvpd")

Try the mvpd package in your browser

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

mvpd documentation built on Sept. 3, 2023, 5:07 p.m.