nvmix (0.0-2)

Multivariate Normal Variance Mixtures (Including Student's t Distribution for Non-Integer Degrees of Freedom).

http://cran.r-project.org/web/packages/nvmix

Functions for working with multivariate normal variance mixture distributions including evaluating their distribution functions, densities random number generation and parameter estimation.

Maintainer: Marius Hofert
Author(s): Marius Hofert [aut, cre], Erik Hintz [aut], Christiane Lemieux [aut]

License: GPL (>= 3) | file LICENCE

Uses: Matrix, qrng, RColorBrewer, lattice, xts, knitr, QRM, qrmdata

Released 3 months ago.