nvmix: Multivariate Normal Variance Mixtures (Including Student's t Distribution for Non-Integer Degrees of Freedom)

Functions for working with multivariate normal variance mixture distributions including evaluating their distribution functions, densities and random number generation.

Package details

AuthorMarius Hofert [aut, cre], Erik Hintz [aut], Christiane Lemieux [aut]
MaintainerMarius Hofert <[email protected]>
LicenseGPL (>= 3) | file LICENCE
Package repositoryView on CRAN
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nvmix documentation built on May 2, 2019, 5:40 a.m.