Multivariate Product Distributions for Elliptically Contoured Distributions
Adaptive multivariate integration over hypercubes (admitting infinite ...
Multivariate Subgaussian Stable Density
Fit a Multivariate Subgaussian Distribution
Multivariate Product Distributions
Multivariate Subgaussian Stable Distribution
Monte Carlo Multivariate Subgaussian Stable Distribution
Multivariate Subgaussian Stable Random Variates
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>.