mvvg0.1.0 package

Matrix-Variate Variance-Gamma Distribution

dmvvg

Calculate Matrix-Variate Variance Gamma Density

rmvvg

Generate Matrix-Variate Variance Gamma Samples

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Rudimentary functions for sampling and calculating density from the matrix-variate variance-gamma distribution.

  • Maintainer: Samuel Soon
  • License: MIT + file LICENSE
  • Last published: 2024-11-19