mvgb0.0.4 package

Multivariate Probabilities of Scale Mixtures of Multivariate Normal Distributions via the Genz and Bretz (2002) QRSVN Method

mvgb

Multivariate Probabilities of Scale Mixtures of Multivariate Normal Di...

pmvss

Multivariate Subgaussian Stable Distribution Probabilities (via positi...

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Generates multivariate subgaussian stable probabilities using the QRSVN algorithm as detailed in Genz and Bretz (2002) <DOI:10.1198/106186002394> but by sampling positive stable variates not chi/sqrt(nu).

  • Maintainer: Bruce Swihart
  • License: LGPL (>= 2.1)
  • Last published: 2023-09-02

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