mvpd0.0.5 package

Multivariate Product Distributions for Elliptically Contoured Distributions

adaptIntegrate_inf_limPD

Adaptive multivariate integration over hypercubes (admitting infinite ...

dkolm

Density for the Kolmogorov Distribution

dmvss_mat

Multivariate Subgaussian Stable Density for matrix inputs

dmvss

Multivariate Subgaussian Stable Density

dmvt_mat

Multivariate t-Distribution Density for matrix inputs

fit_mvss

Fit a Multivariate Subgaussian Distribution

mvpd

Multivariate Product Distributions

pmvlogis

Multivariate Elliptically Contoured Logistic Distribution

pmvss_mc

Monte Carlo Multivariate Subgaussian Stable Distribution

pmvss

Multivariate Subgaussian Stable Distribution

rkolm

Random Variates for the Kolmogorov Distribution

rmvlogis

Multivariate Logistic Random Variables

rmvss

Multivariate Subgaussian Stable Random Variates

Download source packageRead PDF manual

Estimates multivariate subgaussian stable densities and probabilities as well as generates random variates using product distribution theory. A function for estimating the parameters from data to fit a distribution to data is also provided, using the method from Nolan (2013) <doi:10.1007/s00180-013-0396-7>.

  • Maintainer: Bruce Swihart
  • License: MIT + file LICENSE
  • Last published: 2025-06-18

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