MVT
Estimation and Testing for the Multivariate t-Distribution
Routines to perform estimation and inference under the multivariate t-distribution doi:10.1007/s10182-022-00468-2. Currently, the following methodologies are implemented: multivariate mean and covariance estimation, hypothesis testing about equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate generation.
- Version0.3-81
- R version≥ 3.5.0
- LicenseGPL-3
- Needs compilation?Yes
- MVT citation info
- Last release09/24/2024
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Team
Felipe Osorio
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