Learn R Programming
⚠️There's a newer version (0.1-1) of this package.Take me there.

nvmix (version 0.0-3)

Multivariate Normal Variance Mixtures

Description

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.

Copy Link

Version

Install

install.packages('nvmix')

Monthly Downloads

270

Version

0.0-3

License

GPL (>= 3) | file LICENCE

Maintainer

Marius Hofert

Last Published

January 13th, 2020

Functions in nvmix (0.0-3)

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