Installation
About
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.
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Maintainer | Marius Hofert |