MVT: Estimation and Testing for the Multivariate t-Distribution
Routines to perform estimation and inference under the multivariate t-distribution <doi:10.1007/s10182-022-00468-2>. 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.
| Version: | 0.3-81 |
| Depends: | R (≥ 3.5.0), fastmatrix |
| Imports: | stats, utils, graphics |
| LinkingTo: | fastmatrix |
| Published: | 2024-09-24 |
| DOI: | 10.32614/CRAN.package.MVT |
| Author: | Felipe Osorio 
[aut, cre] |
| Maintainer: | Felipe Osorio <felipe.osorios at usm.cl> |
| License: | GPL-3 |
| URL: | http://mvt.mat.utfsm.cl/ |
| NeedsCompilation: | yes |
| Citation: | MVT citation info |
| Materials: | ChangeLog |
| In views: | Distributions |
| CRAN checks: | MVT results |
Documentation:
| Reference manual: | MVT.html , MVT.pdf |
Downloads:
| Package source: | MVT_0.3-81.tar.gz |
| Windows binaries: | r-devel: MVT_0.3-81.zip, r-release: MVT_0.3-81.zip, r-oldrel: MVT_0.3-81.zip |
| macOS binaries: | r-release (arm64): MVT_0.3-81.tgz, r-oldrel (arm64): MVT_0.3-81.tgz, r-release (x86_64): MVT_0.3-81.tgz, r-oldrel (x86_64): MVT_0.3-81.tgz |
| Old sources: | MVT archive |
Linking:
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