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Latest revision as of 19:56, 12 March 2024

Multivariate Product Distributions for Elliptically Contoured Distributions
Language Label Description Also known as
English
mvpd
Multivariate Product Distributions for Elliptically Contoured Distributions

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    0.0.3
    20 June 2022
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    0.0.1
    23 March 2022
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    0.0.2
    31 March 2022
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    0.0.4
    3 September 2023
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    3 September 2023
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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>.
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