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 Hintz, Hofert, Lemieux (2019) <arXiv:1911.03017> for more details.

Package details

AuthorMarius Hofert [aut, cre], Erik Hintz [aut], Christiane Lemieux [aut]
MaintainerMarius Hofert <marius.hofert@uwaterloo.ca>
LicenseGPL (>= 3) | file LICENCE
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("nvmix", repos="http://R-Forge.R-project.org")

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nvmix documentation built on June 12, 2020, 3 p.m.