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The Cauchy distribution is a special case of the t distribution when the degrees of freedom are equal to 1. The functions are related to the multivariate Cauchy distribution and include simulation, computation of the density, maximum likelihood estimation, contour plot of the bivariate Cauchy distribution, and discriminant analysis. References include: Nadarajah S. and Kotz S. (2008). "Estimation methods for the multivariate t distribution". Acta Applicandae Mathematicae, 102(1): 99–118. <doi:10.1007/s10440-008-9212-8>, and Kanti V. Mardia, John T. Kent and John M. Bibby (1979). "Multivariate analysis", ISBN:978-0124712522. Academic Press, London.
| Version: | 1.1 |
| Depends: | R (≥ 4.0) |
| Imports: | graphics, grDevices, Rfast, Rfast2 |
| Published: | 2024-06-04 |
| DOI: | 10.32614/CRAN.package.mvcauchy |
| Author: | Michail Tsagris [aut, cre], Christos Adam [ctb] |
| Maintainer: | Michail Tsagris <mtsagris at uoc.gr> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | mvcauchy results |
| Reference manual: | mvcauchy.pdf |
| Package source: | mvcauchy_1.1.tar.gz |
| Windows binaries: | r-devel: mvcauchy_1.1.zip, r-release: mvcauchy_1.1.zip, r-oldrel: mvcauchy_1.1.zip |
| macOS binaries: | r-release (arm64): mvcauchy_1.1.tgz, r-oldrel (arm64): mvcauchy_1.1.tgz, r-release (x86_64): mvcauchy_1.1.tgz, r-oldrel (x86_64): mvcauchy_1.1.tgz |
| Old sources: | mvcauchy archive |
| Reverse suggests: | MLE, robqda |
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