Routines to perform estimation and inference under the multivariate t-distribution. Currently, the following methodologies are implemented: multivariate mean and covariance estimation, hypothesis testing about the mean, equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate generation. Some auxiliary functions are also provided.
| Version: | 0.3 |
| Imports: | stats, utils, graphics |
| Suggests: | heavy |
| Published: | 2015-10-11 |
| Author: | Felipe Osorio |
| Maintainer: | Felipe Osorio <felipe.osorio at ucv.cl> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | http://www.ies.ucv.cl/mvt/ |
| NeedsCompilation: | yes |
| Citation: | MVT citation info |
| CRAN checks: | MVT results |
| Reference manual: | MVT.pdf |
| Package source: | MVT_0.3.tar.gz |
| Windows binaries: | r-devel: MVT_0.3.zip, r-release: MVT_0.3.zip, r-oldrel: MVT_0.3.zip |
| macOS binaries: | r-release: MVT_0.3.tgz, r-oldrel: MVT_0.3.tgz |
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