Multivariate Inverse Gaussian Distribution
Truncated Gaussian kernel density estimator
Truncated Gaussian kernel density estimator
Likelihood cross-validation for truncated normal kernel density estima...
Leave-one-out cross-validation for truncated Gaussian kernel density e...
Least squares cross-validation for truncated Gaussian kernel density e...
Likelihood cross-validation for truncated normal kernel density estima...
Laplacian of the MIG density with respect to the data
Log of sum of terms
Maximum likelihood estimation of multivariate inverse Gaussian vectors
Method of moments estimators for multivariate inverse Gaussian vectors
Density of elliptical vectors subject to a linear constraint
Fit multivariate inverse Gaussian distribution
Gaussian kernel density estimator
Likelihood cross-validation for Gaussian kernel density estimation
Leave-one-out cross-validation for Gaussian kernel density estimation
Least squares cross-validation for Gaussian kernel density estimation
Robust likelihood cross-validation for Gaussian kernel density estimat...
Gaussian kernel density estimator on half-space
Optimal scale matrix for kernel density estimation
MIG kernel density estimator
Multivariate inverse Gaussian kernel density estimator
Likelihood cross-validation for MIG density estimation
Gradient of the MIG log likelihood with respect to data
Hessian of the MIG log likelihood with respect to data
Laplacian of the MIG log likelihood with respect to the data
Leave-one-out cross-validation for kernel density estimation with MIG
Least squares cross-validation for MIG density estimation
Robust likelihood cross-validation for kernel density estimation for M...
Multivariate inverse Gaussian distribution
Maximum likelihood estimation of truncated Gaussian on half space
Normal bandwidth rule
Orthogonal projection matrix onto the half-space
Simulate elliptical vector subject to a linear constraint
Threshold selection for bandwidth
Provides utilities for estimation for the multivariate inverse Gaussian distribution of Minami (2003) <doi:10.1081/STA-120025379>, including random vector generation and explicit estimators of the location vector and scale matrix. The package implements kernel density estimators discussed in Belzile, Desgagnes, Genest and Ouimet (2024) <doi:10.48550/arXiv.2209.04757> for smoothing multivariate data on half-spaces.