CondMVT (Q104296)
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Conditional Multivariate t Distribution, Expectation Maximization Algorithm, and Its Stochastic Variants
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | CondMVT |
Conditional Multivariate t Distribution, Expectation Maximization Algorithm, and Its Stochastic Variants |
Statements
Cox Tamba
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Justin Okenye
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4 September 2025
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Computes conditional multivariate t probabilities, random deviates, and densities. It can also be used to create missing values at random in a dataset, resulting in a missing at random (MAR) mechanism. Inbuilt in the package are the Expectation-Maximization (EM), Monte Carlo EM, and Stochastic EM algorithms for imputation of missing values in datasets assuming the multivariate t distribution. See Kinyanjui, Tamba, Orawo, and Okenye (2020)<doi:10.3233/mas-200493>, and Kinyanjui, Tamba, and Okenye(2021)<http://www.ceser.in/ceserp/index.php/ijamas/article/view/6726/0> for more details.
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