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nvmix: Multivariate Normal Variance Mixtures
Functions for working with (grouped) multivariate normal variance mixture distributions (evaluation of distribution functions and densities, random number generation and parameter estimation), including Student's t distribution for non-integer degrees-of-freedom as well as the grouped t distribution and copula with multiple degrees-of-freedom parameters. See <doi:10.18637/jss.v102.i02> for a high-level description of select functionality.
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Package details |
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| Author | Marius Hofert [aut, cre], Erik Hintz [aut], Christiane Lemieux [aut] |
| Maintainer | Marius Hofert <mhofert@hku.hk> |
| License | GPL (>= 3) | file LICENCE |
| Version | 0.1-1 |
| Package repository | View on R-Forge |
| Installation |
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