mvpd

Last update 3 September 2023

Copyright license MIT license, File License

Software version identifier 0.0.3, 0.0.1, 0.0.2, 0.0.4

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>.

Cites work

Multivariate elliptically contoured stable distributions: theory and estimation

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