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.
|Author||Marius Hofert [aut, cre], Erik Hintz [aut], Christiane Lemieux [aut]|
|Maintainer||Marius Hofert <email@example.com>|
|License||GPL (>= 3) | file LICENCE|
|Package repository||View on R-Forge|
Install the latest version of this package by entering the following in R:
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.