Package: mig 1.0

Leo Belzile

mig: Multivariate Inverse Gaussian Distribution

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.

Authors:Frederic Ouimet [aut], Leo Belzile [aut, cre]

mig_1.0.tar.gz
mig_1.0.tar.gz(r-4.5-noble)mig_1.0.tar.gz(r-4.4-noble)
mig_1.0.tgz(r-4.4-emscripten)mig_1.0.tgz(r-4.3-emscripten)
mig.pdf |mig.html
mig/json (API)

# Install 'mig' in R:
install.packages('mig', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/lbelzile/mig/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library
Datasets:

2.70 score 162 downloads 19 exports 9 dependencies

Last updated 5 months agofrom:c63d5ab735. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 12 2024
R-4.5-linux-x86_64OKNov 12 2024

Exports:.lsum.mig_mle.mig_momdmigdmig_laplaciandtelliptfit_migmig_kdensmig_kdens_bandwidthmig_lcvmig_loglik_gradmig_loglik_hessianmig_loglik_laplacianmig_rlcvnormalrule_bandwidthpmigrmigrtellipttellipt_kdens

Dependencies:alabamanleqslvnumDerivqrngRcppRcppArmadillospacefillrstatmodTruncatedNormal

mig package

Rendered frommig_vignette.Rmdusingknitr::rmarkdownon Nov 12 2024.

Last update: 2024-07-15
Started: 2024-07-15