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MVT (version 0.3)
Estimation and Testing for the Multivariate t-Distribution
Description
Routines to perform estimation and inference under the multivariate t-distribution.
Currently, the following methodologies are implemented: multivariate mean and covariance
estimation, hypothesis testing about the mean, equicorrelation and homogeneity of variances,
the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate
generation. Some auxiliary functions are also provided.