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CondMVT

Conditional Multivariate t Distribution, Expectation Maximization Algorithm, and Its Stochastic Variants

v0.1.1 · Sep 4, 2025 · MIT + file LICENSE

Description

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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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies mvtnorm CondMVT

Version History

new 0.1.1 Mar 10, 2026
updated 0.1.1 ← 0.1.0 diff Sep 3, 2025
new 0.1.0 Jun 27, 2022