nvmix
Multivariate Normal Variance Mixtures
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.
- Version0.1-1
- R version≥ 3.2.0
- LicenseGPL (≥ 3)
- LicenseLICENCE
- Needs compilation?Yes
- nvmix citation info
- Last release03/04/2024
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Team
Marius Hofert
Erik Hintz
Show author detailsRolesAuthorChristiane Lemieux
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