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MVT: Estimation and Testing for the Multivariate t-Distribution

Routines to perform estimation and inference under the multivariate t-distribution <doi:10.1007/s10182-022-00468-2>. Currently, the following methodologies are implemented: multivariate mean and covariance estimation, hypothesis testing about equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate generation.

Version: 0.3-8
Depends: R (≥ 3.5.0), fastmatrix
Imports: stats, utils, graphics
LinkingTo: fastmatrix
Published: 2023-01-27
Author: Felipe Osorio (<https://orcid.org/0000-0002-4675-5201>)
Maintainer: Felipe Osorio <felipe.osorios at usm.cl>
License: GPL-3
URL: http://mvt.mat.utfsm.cl/
NeedsCompilation: yes
Citation: MVT citation info
Materials: ChangeLog
In views: Distributions
CRAN checks: MVT results

Documentation:

Reference manual: MVT.pdf

Downloads:

Package source: MVT_0.3-8.tar.gz
Windows binaries: r-devel: MVT_0.3-8.zip, r-release: MVT_0.3-8.zip, r-oldrel: MVT_0.3-8.zip
macOS binaries: r-release (arm64): MVT_0.3-8.tgz, r-oldrel (arm64): MVT_0.3-8.tgz, r-release (x86_64): MVT_0.3-8.tgz, r-oldrel (x86_64): MVT_0.3-8.tgz
Old sources: MVT archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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