Estimation and Testing for the Multivariate t-Distribution

Routines to perform estimation and inference under the multivariate t-distribution. Currently, the following methodologies are implemented: multivariate mean and covariance estimation, hypothesis testing about the mean, equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate generation. Some auxiliary functions are also provided.


Reference manual

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0.3 by Felipe Osorio, 6 years ago

Browse source code at

Authors: Felipe Osorio

Documentation:   PDF Manual  

GPL (>= 2) license

Imports stats, utils, graphics

Suggests heavy

See at CRAN