MVT
Estimation and Testing for the Multivariate t-Distribution
Routines to perform estimation and inference under the multivariate t-distribution <doi:10.1007/s10182-022-00468-2>. Currently, the following methodologies are implemented: multivariate mean and covariance estimation, hypothesis testing about equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate generation.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.3-81 |
rolling linux/jammy R-4.5 | MVT_0.3-81.tar.gz |
108.6 KiB |
0.3-81 |
rolling linux/noble R-4.5 | MVT_0.3-81.tar.gz |
108.7 KiB |
0.3-81 |
rolling source/ R- | MVT_0.3-81.tar.gz |
33.8 KiB |
0.3-81 |
latest linux/jammy R-4.5 | MVT_0.3-81.tar.gz |
108.6 KiB |
0.3-81 |
latest linux/noble R-4.5 | MVT_0.3-81.tar.gz |
108.7 KiB |
0.3-81 |
latest source/ R- | MVT_0.3-81.tar.gz |
33.8 KiB |
0.3-81 |
2026-04-26 source/ R- | MVT_0.3-81.tar.gz |
33.8 KiB |
0.3-81 |
2026-04-23 source/ R- | MVT_0.3-81.tar.gz |
33.8 KiB |
0.3-81 |
2026-04-09 windows/windows R-4.5 | MVT_0.3-81.zip |
113.0 KiB |
0.3-81 |
2025-04-20 source/ R- | MVT_0.3-81.tar.gz |
33.8 KiB |