mvpd: Multivariate Product Distributions for Elliptically ContouredDistributions
Estimates multivariate subgaussian stable densities and probabilities as well as generates random variates using product distribution theory. A function for estimating the parameters from data to fit a distribution to data is also provided, using the method from Nolan (2013) <doi:10.1007/s00180-013-0396-7>.
| Version: | 0.0.5 |
| Depends: | R (≥ 3.4.0) |
| Imports: | matrixStats,stabledist,libstable4u,mvtnorm, stats,cubature,Matrix |
| Suggests: | scales,VGAMextra,expint,invgamma,LNPar,rgl,uniformly,rmarkdown,knitr,testthat (≥ 3.0.0) |
| Published: | 2025-06-18 |
| DOI: | 10.32614/CRAN.package.mvpd |
| Author: | Bruce Swihart [aut, cre] |
| Maintainer: | Bruce Swihart <bruce.swihart at gmail.com> |
| BugReports: | https://github.com/swihart/mvpd/issues |
| License: | MIT + fileLICENSE |
| URL: | https://github.com/swihart/mvpd,https://swihart.github.io/mvpd/ |
| NeedsCompilation: | no |
| Materials: | README,NEWS |
| In views: | Distributions |
| CRAN checks: | mvpd results |
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