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nvmix  

Multivariate Normal Variance Mixtures
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("nvmix", "0.1-1")



Attach the package and use:
library("nvmix")
Maintained by
Marius Hofert
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-10-14
Latest Update: 2022-04-26
Description:
Functions for working with (grouped) multivariate normal variance mixture distributions (evaluation of distribution functions and densities, random number generation and parameter estimation), including Student's t distribution for non-integer degrees-of-freedom as well as the grouped t distribution and copula with multiple degrees-of-freedom parameters. See for a high-level description of select functionality.
How to cite:
Marius Hofert (2018). nvmix: Multivariate Normal Variance Mixtures. R package version 0.1-1, https://cran.r-project.org/web/packages/nvmix
Previous versions and publish date:
0.0-1 (2018-10-14 19:20), 0.0-2 (2019-11-13 11:50), 0.0-3 (2020-01-13 07:10), 0.0-4 (2020-06-12 11:10), 0.0-5 (2020-09-21 18:00), 0.0-6 (2021-05-12 18:40), 0.0-7 (2022-01-04 17:10), 0.0-8 (2022-01-23 16:52), 0.1-0 (2022-04-27 00:00)
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