Package: mvcauchy 1.1

Michail Tsagris

mvcauchy: Multivariate Cauchy Distribution

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.

Authors:Michail Tsagris [aut, cre], Christos Adam [ctb]

mvcauchy_1.1.tar.gz
mvcauchy_1.1.tar.gz(r-4.5-noble)mvcauchy_1.1.tar.gz(r-4.4-noble)
mvcauchy_1.1.tgz(r-4.4-emscripten)mvcauchy_1.1.tgz(r-4.3-emscripten)
mvcauchy.pdf |mvcauchy.html
mvcauchy/json (API)

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

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1.30 score 473 downloads 9 exports 8 dependencies

Last updated 5 months agofrom:7f1dc83bf8. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 02 2024
R-4.5-linuxOKNov 02 2024

Exports:bivcauchy.contourcauchy.nbcauchynb.predcv.cauchynbcv.mvcauchydadmvcauchymvcauchy.damvcauchy.mlermvcauchy

Dependencies:RcppRcppArmadilloRcppGSLRcppParallelRcppZigguratRfastRfast2Rnanoflann