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 | |
| No Results! | ||
Vignettes of nvmix
| Name | ||
| nvmix_functionality.Rmd | ||
| nvmix_riskmeasures.Rmd | ||
| style.css | ||
| No Results! | ||
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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 |
| suggests | knitr , lattice , QRM , qrmdata , RColorBrewer , xts |
| imports | Matrix , methods , qrng , stats |
| depends | R (>= 3.2.0) |
| Contributors | Christiane Lemieux, Erik Hintz |
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