Estimation and Testing for the Multivariate t-Distribution
Wilson-Hilferty transformation
QQ-plot with simulated envelopes
Equicorrelation test
Test of variance homogeneity of correlated variances
Mardia's multivariate kurtosis coefficient
Set control parameters
Multivariate-t random deviates
Family object for the multivariate t-distribution
Estimation of mean and covariance using the multivariate t-distributio...
Routines to perform estimation and inference under the multivariate t-distribution <doi:10.1007/s10182-022-00468-2>. Currently, the following methodologies are implemented: multivariate mean and covariance estimation, hypothesis testing about equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate generation.