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.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("MVT")

0.3 by Felipe Osorio, 6 years ago


http://www.ies.ucv.cl/mvt/


Browse source code at https://github.com/cran/MVT


Authors: Felipe Osorio


Documentation:   PDF Manual  


GPL (>= 2) license


Imports stats, utils, graphics

Suggests heavy


See at CRAN