mvpd: Multivariate Product Distributions for Elliptically Contoured Distributions

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>.

Version:	0.0.3
Depends:	R (≥ 3.4.0)
Imports:	matrixStats, stabledist, libstableR, mvtnorm, stats, cubature, Matrix
Suggests:	rmarkdown, knitr, testthat (≥ 3.0.0)
Published:	2022-06-20
Author:	Bruce Swihart [aut, cre]
Maintainer:	Bruce Swihart <bruce.swihart at gmail.com>
BugReports:	https://github.com/swihart/mvpd/issues
License:	MIT + file LICENSE
URL:	https://github.com/swihart/mvpd
NeedsCompilation:	no
Materials:	README NEWS
CRAN checks:	mvpd results

Documentation:

Reference manual:

mvpd.pdf

Downloads:

Package source:	mvpd_0.0.3.tar.gz
Windows binaries:	r-devel: mvpd_0.0.3.zip, r-release: mvpd_0.0.3.zip, r-oldrel: mvpd_0.0.3.zip
macOS binaries:	r-release (arm64): mvpd_0.0.3.tgz, r-oldrel (arm64): mvpd_0.0.3.tgz, r-release (x86_64): mvpd_0.0.3.tgz, r-oldrel (x86_64): mvpd_0.0.3.tgz
Old sources:	mvpd archive

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