Multivariate Normal Variance Mixtures (Including Student's t Distribution for Non-Integer Degrees of Freedom)

Functions for working with multivariate normal variance mixture distributions including evaluating their distribution functions, densities and random number generation.


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install.packages("nvmix")

0.0-1 by Marius Hofert, 7 months ago


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


Authors: Marius Hofert [aut, cre] , Erik Hintz [aut] , Christiane Lemieux [aut]


Documentation:   PDF Manual  


GPL (>= 3) | file LICENCE license


Imports stats, methods, qrng

Suggests knitr, RColorBrewer, lattice


See at CRAN