mdmd: Multivariate Discrete Mixture Distributions

In tvatter/mdmd: Multivariate Discrete Mixture Distributions

Description

Multivariate Discrete Mixture Distributions

Author(s)

Thibault Vatter, Damien Ackerer

Examples

# A 10-dimensional Gaussian factor copula
dfcop <- dfcop_dist(runif(10),"gaussian", 0.5)
str(dfcop_dist(runif(10), "gauss", 0.5))

# Evaluate the probability mass function
ddfcop(cbind(c(1,1,0,0), c(1,0,1,0)), c(0.5, 0.5), "indep")
ddfcop(rbinom(10, 1, 0.5), dfcop)

# Sample data
X <- rdfcop(1e3, dfcop)

# Fit
fit <- dfcop(X)

tvatter/mdmd documentation built on May 13, 2019, 4:11 a.m.