CRAN/E | mvpd

mvpd

Multivariate Product Distributions for Elliptically Contoured Distributions

Installation

About

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.

github.com/swihart/mvpd
Bug report File report

Key Metrics

Version 0.0.3
R ≥ 3.4.0
Published 2022-06-20 647 days ago
Needs compilation? no
License MIT
License File
CRAN checks mvpd results

Downloads

Yesterday 12 +20%
Last 7 days 54 -14%
Last 30 days 216 +1%
Last 90 days 819 +35%
Last 365 days 2.299 -15%

Maintainer

Maintainer

Bruce Swihart

bruce.swihart@gmail.com

Authors

Bruce Swihart

aut / cre

Material

README
NEWS
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

mvpd archive

Depends

R ≥ 3.4.0

Imports

matrixStats
stabledist
libstableR
mvtnorm
stats
cubature
Matrix

Suggests

rmarkdown
knitr
testthat ≥ 3.0.0