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MVT  

Estimation and Testing for the Multivariate t-Distribution
View on CRAN: Click here


Download and install MVT package within the R console
Install from CRAN:
install.packages("MVT")

Install from Github:
library("remotes")
install_github("cran/MVT")

Install by package version:
library("remotes")
install_version("MVT", "0.3-81")



Attach the package and use:
library("MVT")
Maintained by
Felipe Osorio
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-10-11
Latest Update: 2024-09-24
Description:
Routines to perform estimation and inference under the multivariate t-distribution . 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.
How to cite:
Felipe Osorio (2015). MVT: Estimation and Testing for the Multivariate t-Distribution. R package version 0.3-81, https://cran.r-project.org/web/packages/MVT. Accessed 01 Sep. 2026.
Previous versions and publish date:
0.3-8 (2023-01-27 10:30), 0.3 (2015-10-11 00:12), (2026-07-09 08:09)
Other packages that cited MVT R package
View MVT citation profile
Other R packages that MVT depends, imports, suggests or enhances
Complete documentation for MVT
Functions, R codes and Examples using the MVT R package
Some associated functions: MVT.control . PSG . Student.family . WindSpeed . companies . cork . envelope . equicorrelation.test . examScor . homogeneity.test . kurtosis . rmt . studentFit . wilson.hilferty . 
Some associated R codes: control.R . equicorrelation.test.R . family.R . fisher.R . homogeneity.test.R . kurtosis.R . plot.R . random.R . studentFit.R . wilson_hilferty.R .  Full MVT package functions and examples
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