nvmix: 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.

Version: 0.0-3
Depends: R (≥ 3.2.0)
Imports: stats, methods, qrng, Matrix
Suggests: knitr, RColorBrewer, lattice, qrmdata, QRM, xts
Published: 2020-01-13
Author: Marius Hofert [aut, cre], Erik Hintz [aut], Christiane Lemieux [aut]
Maintainer: Marius Hofert <marius.hofert at uwaterloo.ca>
License: GPL (≥ 3) | file LICENCE
NeedsCompilation: yes
CRAN checks: nvmix results

Downloads:

Reference manual: nvmix.pdf
Vignettes: Multivariate Normal Variance Mixtures
Estimating risk measures for normal variance mixture distributions
Package source: nvmix_0.0-3.tar.gz
Windows binaries: r-devel: nvmix_0.0-3.zip, r-devel-gcc8: nvmix_0.0-3.zip, r-release: nvmix_0.0-3.zip, r-oldrel: nvmix_0.0-3.zip
OS X binaries: r-release: nvmix_0.0-3.tgz, r-oldrel: nvmix_0.0-3.tgz
Old sources: nvmix archive

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