This package is considered a duplicate. The official version of this package is found at:https://lbelzile.r-universe.dev/mig

Package: mig 2.0

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

mig_2.0.tar.gz
mig_2.0.tar.gz(r-4.7-arm64)mig_2.0.tar.gz(r-4.7-x86_64)mig_2.0.tar.gz(r-4.6-arm64)mig_2.0.tar.gz(r-4.6-x86_64)
mig_2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
mig/json (API)
NEWS

# 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

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3
openmp– GCC OpenMP (GOMP) support library

Datasets:

geomagnetic - Magnetic storms

On CRAN:

openblas cpp openmp

2.70 score 1 scripts 185 downloads 35 exports 9 dependencies

Last updated from:d90d19c0d0. Checks:2 ERROR, 4 OK. Indexed: no.

Target	Result	Time
linux-devel-arm64	ERROR	192
linux-devel-x86_64	OK	164
source / vignettes	OK	233
linux-release-arm64	ERROR	191
linux-release-x86_64	OK	193
wasm-release	OK	111

Exports:.lsum .mig_mle .mig_mom dmig dmig_laplacian dtellipt fit_mig gauss_kdens_arma gauss_lcv gauss_loo gauss_lscv gauss_rlcv hsgauss_kdens kdens_bandwidth mig_kdens mig_kdens_arma mig_lcv mig_loglik_grad mig_loglik_hessian mig_loglik_laplacian mig_loo mig_lscv mig_rlcv mle_truncgauss normalrule_bandwidth pmig proj_hs rmig rtellipt tnorm_kdens tnorm_kdens_arma tnorm_lcv tnorm_loo tnorm_lscv tnorm_rlcv

Dependencies:alabama nleqslv numDeriv qrng Rcpp RcppArmadillo spacefillr statmod TruncatedNormal

mig package

Rendered frommig_vignette.Rmdusingknitr::rmarkdownon Jun 13 2026.

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

Citation

Readme and manuals

Help Manual

Help page	Topics
Threshold selection for bandwidth	an
Multivariate inverse Gaussian distribution	dmig pmig rmig
Fit multivariate inverse Gaussian distribution	fit_mig
Magnetic storms	geomagnetic
Gaussian kernel density estimator on half-space	hsgauss_kdens
Optimal scale matrix for kernel density estimation	kdens_bandwidth
Multivariate inverse Gaussian kernel density estimator	mig_kdens
Maximum likelihood estimation of truncated Gaussian on half space	mle_truncgauss
Orthogonal projection matrix onto the half-space	proj_hs
Truncated Gaussian kernel density estimator	tnorm_kdens