nvmix (Q54186)
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Multivariate Normal Variance Mixtures
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | nvmix |
Multivariate Normal Variance Mixtures |
Statements
Erik Hintz
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10 September 2025
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Functions for working with (grouped) multivariate normal variance mixture distributions (evaluation of distribution functions and densities, random number generation and parameter estimation), including Student's t distribution for non-integer degrees-of-freedom as well as the grouped t distribution and copula with multiple degrees-of-freedom parameters. See <doi:10.18637/jss.v102.i02> for a high-level description of select functionality.
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Identifiers
21 March 2024
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