nvmix v0.0-3

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Multivariate Normal Variance Mixtures

Functions for working with 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.

Functions in nvmix

Name Description
riskmeasures Risk measures for normal variance mixtures
rnvmix (Quasi-)Random Number Generator for Multivariate Normal Variance Mixtures
pnvmix Distribution Function of Multivariate Normal Variance Mixtures
qqplot_maha QQ Plot for Multivariate Normal Variance Mixtures
numerical_experiments_data Data Generated by the Demo 'numerical_experiments'
copula Functionalities for Normal Variance Mixture Copulas
gammamix Functionalities for Gamma Scale Mixture Models
fitnvmix Fitting Multivariate Normal Variance Mixtures
get_set_param Algorithm-specific Parameters
dnvmix Density of Multivariate Normal Variance Mixtures
qnvmix Quantile Function of a univariate Normal Variance Mixture Distribution
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Vignettes of nvmix

Name
nvmix_functionality.Rmd
nvmix_riskmeasures.Rmd
style.css
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Details

Encoding UTF-8
License GPL (>= 3) | file LICENCE
NeedsCompilation yes
VignetteBuilder knitr
Repository CRAN
Date/Publication 2020-01-13 06:10:02 UTC
Repository/R-Forge/Project nvmix
Repository/R-Forge/Revision 243
Repository/R-Forge/DateTimeStamp 2020-01-12 21:47:41
Packaged 2020-01-12 22:14:56 UTC; rforge

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