mvpd (Q105040): Difference between revisions
From MaRDI portal
Removed claim: imports (P585): libstableR (Q37860) |
Added link to MaRDI item. |
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Property / last update: 20 June 2022 / rank | |||||||||||||||
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Property / imports: mvtnorm / rank | |||||||||||||||
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Property / cites work: Multivariate elliptically contoured stable distributions: theory and estimation / rank | |||||||||||||||
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0.0.1 | |||||||||||||||
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publication date: 23 March 2022
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publication date: 31 March 2022
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publication date: 3 September 2023
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3 September 2023
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Property / last update: 3 September 2023 / rank | |||||||||||||||
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Estimates multivariate subgaussian stable densities and probabilities as well as generates random variates using product distribution theory. A function for estimating the parameters from data to fit a distribution to data is also provided, using the method from Nolan (2013) <doi:10.1007/s00180-013-0396-7>. | |||||||||||||||
Property / description: Estimates multivariate subgaussian stable densities and probabilities as well as generates random variates using product distribution theory. A function for estimating the parameters from data to fit a distribution to data is also provided, using the method from Nolan (2013) <doi:10.1007/s00180-013-0396-7>. / rank | |||||||||||||||
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Property / author: Bruce Swihart / rank | |||||||||||||||
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Property / copyright license: MIT license / rank | |||||||||||||||
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Property / imports: libstable4u / rank | |||||||||||||||
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Property / cites work: Multivariate elliptically contoured stable distributions: theory and estimation / rank | |||||||||||||||
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software version identifier: ≥ 3.4.0 | |||||||||||||||
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Property / MaRDI profile type: MaRDI software profile / rank | |||||||||||||||
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links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 19:56, 12 March 2024
Multivariate Product Distributions for Elliptically Contoured Distributions
Language | Label | Description | Also known as |
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English | mvpd |
Multivariate Product Distributions for Elliptically Contoured Distributions |
Statements
3 September 2023
0 references
Estimates multivariate subgaussian stable densities and probabilities as well as generates random variates using product distribution theory. A function for estimating the parameters from data to fit a distribution to data is also provided, using the method from Nolan (2013) <doi:10.1007/s00180-013-0396-7>.
0 references