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MVT (version 0.3-8)

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 equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate generation.

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Version

Install

install.packages('MVT')

Monthly Downloads

273

Version

0.3-8

License

GPL-3

Maintainer

Felipe Osorio

Last Published

January 27th, 2023

Functions in MVT (0.3-8)

MVT.control

Set control parameters
PSG

Transient sleep disorder
WindSpeed

Wind speed data
kurtosis.student

Mardia's multivariate kurtosis coefficient
rmt

Multivariate-t random deviates
examScor

Open/Closed book data
companies

Financial data
cork

Cork borings
envelope.student

QQ-plot with simulated envelopes
equicorrelation.test

Equicorrelation test
homogeneity.test

Test of variance homogeneity of correlated variances
studentFit

Estimation of mean and covariance using the multivariate t-distribution
WH.student

Wilson-Hilferty transformation
Student

Family object for the multivariate t-distribution