Multivariate Normal Variance Mixtures
Functionalities for Normal Variance Mixture Copulas
Dependence Measures for grouped normal variance mixture copulas
Density of Grouped Normal Variance Mixtures
Density of Multivariate Normal Variance Mixtures
Fitting Multivariate Normal Variance Mixtures
Functionalities for Gamma Scale Mixture Models
Algorithm-specific Parameters
Plotting parameters for QQ Plots
Distribution Function of Grouped Multivariate Normal Variance Mixtures
Distribution Function of Multivariate Normal Variance Mixtures
Quantile Function of a univariate Normal Variance Mixture Distribution
QQ Plot for Multivariate Normal Variance Mixtures
(Quasi-)Random Number Generator for Grouped Normal Variance Mixtures
Risk measures for normal variance mixtures
(Quasi-)Random Number Generation for Multivariate Normal Variance Mixt...
Functionalities for the skew-t distribution and copula
Functions for working with (grouped) multivariate normal variance mixture distributions (evaluation of distribution functions and densities, random number generation and parameter estimation), including Student's t distribution for non-integer degrees-of-freedom as well as the grouped t distribution and copula with multiple degrees-of-freedom parameters. See <doi:10.18637/jss.v102.i02> for a high-level description of select functionality.