Multivariate Normal Variance Mixtures

Functions for working with multivariate normal variance mixture distributions (evaluation of distribution functions and densities, random number generation and parameter estimation), including Student's t distribution for non-integer degrees of freedom.


Reference manual

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0.0-3 by Marius Hofert, a month ago

Browse source code at

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

Documentation:   PDF Manual  

GPL (>= 3) | file LICENCE license

Imports stats, methods, qrng, Matrix

Suggests knitr, RColorBrewer, lattice, qrmdata, QRM, xts

See at CRAN