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:Felipe Osorio [aut, cre]

MVT_0.3-81.tar.gz
MVT_0.3-81.zip(r-4.7-x86_64)MVT_0.3-81.zip(r-4.7-arm64)MVT_0.3-81.zip(r-4.6-x86_64)MVT_0.3-81.zip(r-4.6-arm64)MVT_0.3-81.zip(r-4.5-x86_64)
MVT_0.3-81.tgz(r-4.6-x86_64)MVT_0.3-81.tgz(r-4.6-arm64)MVT_0.3-81.tgz(r-4.5-x86_64)MVT_0.3-81.tgz(r-4.5-arm64)
MVT_0.3-81.tar.gz(r-4.7-arm64)MVT_0.3-81.tar.gz(r-4.7-x86_64)MVT_0.3-81.tar.gz(r-4.6-arm64)MVT_0.3-81.tar.gz(r-4.6-x86_64)
MVT_0.3-81.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
MVT/json (API)

# Install 'MVT' in R:
install.packages('MVT', repos = c('https://faosorios.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/faosorios/mvt/issues

Datasets:

On CRAN:

Conda:

envelopeequicorrelation-testhomogeneity-testkurtosismultivariate-analysismultivariate-tstudent-t-distributionwilson-hilferty-transformation

3.32 score 42 scripts 285 downloads 11 exports 1 dependencies

Last updated from:77e3036c89. Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK97
linux-devel-x86_64OK105
source / vignettesOK165
linux-release-arm64OK85
linux-release-x86_64OK111
macos-release-arm64OK134
macos-release-x86_64OK244
macos-oldrel-arm64OK187
macos-oldrel-x86_64OK391
windows-devel-arm64OK341
windows-devel-x86_64OK138
windows-release-arm64OK352
windows-release-x86_64OK97
windows-oldrel-x86_64OK82
wasm-releaseOK98

Exports:dmtenvelope.studentequicorrelation.testhomogeneity.testkurtosis.studentMVT.controlrmtStudentStudent.familystudentFitWH.student

Dependencies:fastmatrix