Estimation and Testing for the Multivariate t-Distribution
Overview
Routines to perform estimation and inference under the multivariate t-distribution doi:10.1007/s10182-022-00468-2. Currently, the following methodologies are implemented: multivariate mean and covariance estimation, hypothesis testing about equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate generation.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 14
- Examples that run
- 100%9 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 96%
- Return-value docs
- 78%
- Help pages citing references
- 50%
Downloads
Dependencies
Installing MVT adds 1 package (1 with compiled code, 115 KB of source tarballs). Heaviest: fastmatrix 115 KB.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 0.3-81Latest
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- unarchivedReturned to CRAN2023-01-27
- 0.3-82023-01-27 · diff ↗ ·
removed 11 exports
duplication, dweights, center.test, commutation, envelope, fisher.info, kurtosis, mvt.control, pweights, qweights, wilson.hilfertyadded 4 exports
envelope.student, kurtosis.student, MVT.control, WH.student - RR 4.2.0 released · 2022-04-22
- archivedRemoved from CRAN2021-09-25email to the maintainer is undeliverable
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 0.32015-10-11
Show 1 earlier eventHide 1 earlier event
- RR 3.2.0 released · 2015-04-16
Package metadata
- First published
- 2015-10-11
- Total releases
- 3 / 11 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 7.9 KB / 5 files
- Download size
- 33 KB
Cite
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