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Provides utilities for estimation for the multivariate inverse Gaussian distribution of Minami (2003) <doi:10.1081/STA-120025379>, including random vector generation and explicit estimators of the location vector and scale matrix. The package implements kernel density estimators discussed in Belzile, Desgagnes, Genest and Ouimet (2024) <doi:10.48550/arXiv.2209.04757> for smoothing multivariate data on half-spaces.
Version: | 1.0 |
Depends: | R (≥ 2.10) |
Imports: | statmod, TruncatedNormal (≥ 2.3), Rcpp (≥ 1.0.12) |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | numDeriv, tinytest, knitr, rmarkdown, minqa |
Published: | 2024-07-14 |
DOI: | 10.32614/CRAN.package.mig |
Author: | Frederic Ouimet [aut], Leo Belzile [aut, cre] |
Maintainer: | Leo Belzile <belzilel at gmail.com> |
BugReports: | https://github.com/lbelzile/mig/issues |
License: | MIT + file LICENSE |
NeedsCompilation: | yes |
Materials: | README |
In views: | Distributions |
CRAN checks: | mig results |
Reference manual: | mig.pdf |
Vignettes: |
mig package |
Package source: | mig_1.0.tar.gz |
Windows binaries: | r-devel: mig_1.0.zip, r-release: mig_1.0.zip, r-oldrel: mig_1.0.zip |
macOS binaries: | r-release (arm64): mig_1.0.tgz, r-oldrel (arm64): mig_1.0.tgz, r-release (x86_64): mig_1.0.tgz, r-oldrel (x86_64): mig_1.0.tgz |
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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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