The function computes GVI and MVI indexes for multivariate positive continuous data.
Usage
gmvi.fun(Y)
Arguments
Y
A matrix of positive continuous random variables
Value
Returns:
gvi
The generalized variation index
mvi
The marginal variation index
Details
gmvi.fun computes the GVI and MVI indexes defined in Kokonendji et al. (2020).
References
Kokonendji, C.C., Tour<U+00E9>, A.Y. and Sawadogo, A. (2020). Relative variation indexes for multivariate continuous distributions on \([0,\infty)^k\) and extensions, AStA Advances in Statistical Analysis104, 285-307.