r-mvgb

Description

Multivariate Probabilities of Scale Mixtures of Multivariate Normal Distributions via the Genz and….

Description

Generates multivariate subgaussian stable probabilities using the QRSVN algorithm as detailed in Genz and Bretz (2002) <DOI:10.1198/106186002394> but by sampling positive stable variates not chi/sqrt(nu).

README.md

cran.r-project.org

mvgb

Multivariate probabilities via the Genz and Bretz method.

Metadata

Version

0.0.4

License

Unknown

Platforms (75)

Darwin

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NetBSD

none

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javascript-ghcjs
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mvgb

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Platforms75 (75)

Platforms (75)