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mvgb  

Multivariate Probabilities of Scale Mixtures of Multivariate Normal Distributions via the Genz and Bretz (2002) QRSVN Method
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("mvgb", "0.0.6")



Attach the package and use:
library("mvgb")
Maintained by
Bruce Swihart
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-03-09
Latest Update: 2023-09-02
Description:
Generates multivariate subgaussian stable probabilities using the QRSVN algorithm as detailed in Genz and Bretz (2002) but by sampling positive stable variates not chi/sqrt(nu).
How to cite:
Bruce Swihart (2022). mvgb: Multivariate Probabilities of Scale Mixtures of Multivariate Normal Distributions via the Genz and Bretz (2002) QRSVN Method. R package version 0.0.6, https://cran.r-project.org/web/packages/mvgb. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.0.1 (2022-03-09 22:40), 0.0.2 (2022-03-31 00:50), 0.0.3 (2022-06-22 10:20), 0.0.4 (2023-09-02 06:30), 0.0.5 (2024-09-20 16:10)
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Complete documentation for mvgb
Functions, R codes and Examples using the mvgb R package
Some associated functions: mvgb . pmvss . 
Some associated R codes: mvgb.R . pmvss.R .  Full mvgb package functions and examples
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