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.
Version: 0.1-1 Depends: R (≥ 3.2.0) Imports: stats, methods, qrng, Matrix, copula, pcaPP, ADGofTest, mnormt, pracma Suggests: RColorBrewer, lattice, qrmdata, xts, knitr, rmarkdown Published: 2024-03-04 DOI: 10.32614/CRAN.package.nvmix Author: Marius Hofert [aut, cre], Erik Hintz [aut], Christiane Lemieux [aut] Maintainer: Marius Hofert <mhofert at hku.hk> License: GPL (≥ 3) | file LICENCE NeedsCompilation: yes Citation: nvmix citation info In views: Finance CRAN checks: nvmix results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=nvmix to link to this page.
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