mvpd: Multivariate Product Distributions for Elliptically Contoured Distributions
Estimates multivariate subgaussian stable densities and probabilities as well as generates random variates using product distribution theory. A function for estimating the parameters from data to fit a distribution to data is also provided, using the method from Nolan (2013) <doi:10.1007/s00180-013-0396-7>.
| Version: | 0.0.4 |
| Depends: | R (≥ 3.4.0) |
| Imports: | matrixStats, stabledist, libstable4u, mvtnorm, stats, cubature, Matrix |
| Suggests: | rmarkdown, knitr, testthat (≥ 3.0.0) |
| Published: | 2023-09-03 |
| DOI: | 10.32614/CRAN.package.mvpd |
| Author: | Bruce Swihart 
[aut, cre] |
| Maintainer: | Bruce Swihart <bruce.swihart at gmail.com> |
| BugReports: | https://github.com/swihart/mvpd/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/swihart/mvpd |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| In views: | Distributions |
| CRAN checks: | mvpd results |
Documentation:
| Reference manual: | mvpd.pdf |
Downloads:
| Package source: | mvpd_0.0.4.tar.gz |
| Windows binaries: | r-devel: mvpd_0.0.4.zip, r-release: mvpd_0.0.4.zip, r-oldrel: mvpd_0.0.4.zip |
| macOS binaries: | r-release (arm64): mvpd_0.0.4.tgz, r-oldrel (arm64): mvpd_0.0.4.tgz, r-release (x86_64): mvpd_0.0.4.tgz, r-oldrel (x86_64): mvpd_0.0.4.tgz |
| Old sources: | mvpd archive |
Linking:
Please use the canonical form https://CRAN.R-project.org/package=mvpd to link to this page.