mig: Multivariate Inverse Gaussian Distribution
Provides utilities for estimation for the multivariate inverse Gaussian distribution of Minami (2003) <doi:10.1081/STA-120025379>, including random vector generation and explicit estimators of the location vector and scale matrix. The package implements kernel density estimators discussed in Belzile, Desgagnes, Genest and Ouimet (2024) <doi:10.48550/arXiv.2209.04757> for smoothing multivariate data on half-spaces.
| Version: | 2.0 |
| Depends: | R (≥ 2.10) |
| Imports: | statmod,TruncatedNormal (≥ 2.3),Rcpp (≥ 1.0.12) |
| LinkingTo: | Rcpp,RcppArmadillo |
| Suggests: | numDeriv,tinytest,knitr,rmarkdown,minqa |
| Published: | 2025-04-08 |
| DOI: | 10.32614/CRAN.package.mig |
| Author: | Leo Belzile [aut, cre], Frederic Ouimet [aut] |
| Maintainer: | Leo Belzile <belzilel at gmail.com> |
| BugReports: | https://github.com/lbelzile/mig/issues |
| License: | MIT + fileLICENSE |
| NeedsCompilation: | yes |
| Materials: | README,NEWS |
| In views: | Distributions |
| CRAN checks: | mig results |
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