Multivariate Inverse Gaussian Distribution
Laplacian of the MIG log likelihood with respect to the data
Method of moments estimators for multivariate inverse Gaussian vectors
Laplacian of the MIG density with respect to the data
Log of sum of terms
Maximum likelihood estimation of multivariate inverse Gaussian vectors
Density of elliptical vectors subject to a linear constraint
Fit multivariate inverse Gaussian distribution
MIG kernel density estimator
Optimal scale matrix for MIG kernel density estimation
Multivariate inverse Gaussian kernel density estimator
Likelihood cross-validation for kernel density estimation with MIG
Gradient of the MIG log likelihood with respect to data
Hessian of the MIG log likelihood with respect to data
Robust likelihood cross-validation for kernel density estimation
Multivariate inverse Gaussian distribution
Normal bandwidth rule
Simulate elliptical vector subject to a linear constraint
Truncated Gaussian kernel density estimator
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.