nvmix: Multivariate Normal Variance Mixtures (Including Student's t Distribution for Non-Integer Degrees of Freedom)

Functions for working with multivariate normal variance mixture distributions including evaluating their distribution functions, densities random number generation and parameter estimation.

Version: 0.0-2
Depends: R (≥ 3.2.0)
Imports: stats, methods, qrng, Matrix
Suggests: knitr, RColorBrewer, lattice, qrmdata, QRM, xts
Published: 2019-11-13
Author: Marius Hofert [aut, cre], Erik Hintz [aut], Christiane Lemieux [aut]
Maintainer: Marius Hofert <marius.hofert at uwaterloo.ca>
License: GPL (≥ 3) | file LICENCE
NeedsCompilation: yes
CRAN checks: nvmix results

Downloads:

Reference manual: nvmix.pdf
Vignettes: Multivariate Normal Variance Mixtures
Package source: nvmix_0.0-2.tar.gz
Windows binaries: r-devel: nvmix_0.0-2.zip, r-devel-gcc8: nvmix_0.0-2.zip, r-release: nvmix_0.0-2.zip, r-oldrel: nvmix_0.0-2.zip
OS X binaries: r-release: nvmix_0.0-2.tgz, r-oldrel: nvmix_0.0-2.tgz
Old sources: nvmix archive

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