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.


Reference manual

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0.0-1 by Marius Hofert, 10 months 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

Suggests knitr, RColorBrewer, lattice

See at CRAN