CRAN/E | mvcauchy

mvcauchy

Multivariate Cauchy Distribution

Installation

About

The Cauchy distribution is a special case of the t distribution when the degrees of freedom are equal to 1. The functions are related to the multivariate Cauchy distribution and include simulation, computation of the density, maximum likelihood estimation, contour plot of the bivariate Cauchy distribution, and discriminant analysis. References include: Nadarajah S. and Kotz S. (2008). "Estimation methods for the multivariate t distribution". Acta Applicandae Mathematicae, 102(1): 99–118. doi:10.1007/s10440-008-9212-8, and Kanti V. Mardia, John T. Kent and John M. Bibby (1979). "Multivariate analysis", ISBN:978-0124712522. Academic Press, London.

Key Metrics

Version 1.1
R ≥ 4.0
Published 2024-06-04 121 days ago
Needs compilation? no
License GPL-2
License GPL-3
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Maintainer

Maintainer

Michail Tsagris

Authors

Michail Tsagris

aut / cre

Christos Adam

ctb

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

mvcauchy archive

Depends

R ≥ 4.0

Imports

graphics
grDevices
Rfast
Rfast2