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