Package: MVT 0.3-81
MVT: Estimation and Testing for the Multivariate t-Distribution
Routines to perform estimation and inference under the multivariate t-distribution <doi:10.1007/s10182-022-00468-2>. Currently, the following methodologies are implemented: multivariate mean and covariance estimation, hypothesis testing about equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate generation.
Authors:
MVT_0.3-81.tar.gz
MVT_0.3-81.zip(r-4.5)MVT_0.3-81.zip(r-4.4)MVT_0.3-81.zip(r-4.3)
MVT_0.3-81.tgz(r-4.4-x86_64)MVT_0.3-81.tgz(r-4.4-arm64)MVT_0.3-81.tgz(r-4.3-x86_64)MVT_0.3-81.tgz(r-4.3-arm64)
MVT_0.3-81.tar.gz(r-4.5-noble)MVT_0.3-81.tar.gz(r-4.4-noble)
MVT_0.3-81.tgz(r-4.4-emscripten)MVT_0.3-81.tgz(r-4.3-emscripten)
MVT.pdf |MVT.html✨
MVT/json (API)
| # Install 'MVT' in R: |
| install.packages('MVT', repos = c('https://faosorios.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 2 months agofrom:727dbc213f. Checks:OK: 9. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 25 2024 |
| R-4.5-win-x86_64 | OK | Oct 25 2024 |
| R-4.5-linux-x86_64 | OK | Oct 25 2024 |
| R-4.4-win-x86_64 | OK | Oct 25 2024 |
| R-4.4-mac-x86_64 | OK | Oct 25 2024 |
| R-4.4-mac-aarch64 | OK | Oct 25 2024 |
| R-4.3-win-x86_64 | OK | Oct 25 2024 |
| R-4.3-mac-x86_64 | OK | Oct 25 2024 |
| R-4.3-mac-aarch64 | OK | Oct 25 2024 |
Exports:dmtenvelope.studentequicorrelation.testhomogeneity.testkurtosis.studentMVT.controlrmtStudentStudent.familystudentFitWH.student
Dependencies:fastmatrix
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Financial data | companies |
| Cork borings | cork |
| QQ-plot with simulated envelopes | envelope.student |
| Equicorrelation test | equicorrelation.test |
| Open/Closed book data | examScor |
| Test of variance homogeneity of correlated variances | homogeneity.test |
| Mardia's multivariate kurtosis coefficient | kurtosis.student |
| Multivariate t distribution | dmt mStudent rmt |
| Set control parameters | MVT.control |
| Transient sleep disorder | PSG |
| Family object for the multivariate t-distribution | Student Student.family |
| Estimation of mean and covariance using the multivariate t-distribution | studentFit |
| Wilson-Hilferty transformation | WH.student |
| Wind speed data | WindSpeed |
