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mig  

Multivariate Inverse Gaussian Distribution
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("mig", "1.0")



Attach the package and use:
library("mig")
Maintained by
Leo Belzile
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-07-14
Latest Update: 2024-07-14
Description:
Provides utilities for estimation for the multivariate inverse Gaussian distribution of Minami (2003) <doi:10.1081/STA-120025379>, including random vector generation and explicit estimators of the location vector and scale matrix. The package implements kernel density estimators discussed in Belzile, Desgagnes, Genest and Ouimet (2024) <doi:10.48550/arXiv.2209.04757> for smoothing multivariate data on half-spaces.
How to cite:
Leo Belzile (2024). mig: Multivariate Inverse Gaussian Distribution. R package version 1.0, https://cran.r-project.org/web/packages/mig
Previous versions and publish date:
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