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:
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')) |
Bug tracker:https://github.com/lbelzile/mig/issues
- geomagnetic - Magnetic storms
Last updated 6 months agofrom:c63d5ab735. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 12 2024 |
| R-4.5-linux-x86_64 | OK | Dec 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
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Multivariate inverse Gaussian distribution | dmig pmig rmig |
| Fit multivariate inverse Gaussian distribution | fit_mig |
| Magnetic storms | geomagnetic |
| Multivariate inverse Gaussian kernel density estimator | mig_kdens |
| Optimal scale matrix for MIG kernel density estimation | mig_kdens_bandwidth |
| Likelihood cross-validation for kernel density estimation with MIG | mig_lcv |
| Robust likelihood cross-validation for kernel density estimation | mig_rlcv |
