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mvcauchy
View on CRAN: Click
here
Download and install mvcauchy package within the R console
Install from CRAN:
install.packages("mvcauchy")
Install from Github:
library("remotes")
install_github("cran/mvcauchy") Install by package version:
library("remotes")
install_version("mvcauchy", "1.1") Attach the package and use:
library("mvcauchy")
Maintained by
Michail Tsagris
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-02-06
Latest Update: 2024-06-04
Description:
The Cauchy distribution is a special case of the t distribution when the degrees of freedom are equal to 1. The functions are related to the multivariate Cauchy distribution and include simulation, computation of the density, maximum likelihood estimation, contour plot of the bivariate Cauchy distribution, and discriminant analysis. References include: Nadarajah S. and Kotz S. (2008). "Estimation methods for the multivariate t distribution". Acta Applicandae Mathematicae, 102(1): 99--118. , and Kanti V. Mardia, John T. Kent and John M. Bibby (1979). "Multivariate analysis", ISBN:978-0124712522. Academic Press, London.
How to cite:
Michail Tsagris (2024). mvcauchy: Multivariate Cauchy Distribution. R package version 1.1, https://cran.r-project.org/web/packages/mvcauchy. Accessed 11 Jun. 2026.
Previous versions and publish date:
1.0 (2024-02-06 19:20)
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Other R packages that mvcauchy depends,
imports, suggests or enhances
Complete documentation for mvcauchy
Functions, R codes and Examples using
the mvcauchy R package
Some associated functions: bivcauchy.contour . cauchy.nb . cauchynb.pred . cv.cauchynb . cv.mvcauchyda . dmvcauchy . mvcauchy-package . mvcauchy.da . mvcauchy.mle . rmvcauchy .
Some associated R codes: bivcauchy.contour.R . cauchy.nb.R . cauchynb.pred.R . cv.cauchynb.R . cv.mvcauchyda.R . dmvcauchy.R . mvcauchy.da.R . mvcauchy.mle.R . rmvcauchy.R . Full mvcauchy package functions and examples
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