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'))

On CRAN:

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This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 566 downloads 9 exports 7 dependencies

Last updated 10 months agofrom:7f1dc83bf8. Checks:2 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 02 2025
R-4.5-linuxOKMar 02 2025

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

Dependencies:RcppRcppArmadilloRcppParallelRfastRfast2Rnanoflannzigg