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mvcauchy

Multivariate Cauchy Distribution

v1.1 · Jun 4, 2024 · GPL (>= 2)

Description

The Cauchy distribution is a special case of the t distribution when the degrees of freedom are equal to 1. The functions are related to the multivariate Cauchy distribution and include simulation, computation of the density, maximum likelihood estimation, contour plot of the bivariate Cauchy distribution, and discriminant analysis. References include: Nadarajah S. and Kotz S. (2008). "Estimation methods for the multivariate t distribution". Acta Applicandae Mathematicae, 102(1): 99--118. <doi:10.1007/s10440-008-9212-8>, and Kanti V. Mardia, John T. Kent and John M. Bibby (1979). "Multivariate analysis", ISBN:978-0124712522. Academic Press, London.

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Check History

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

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Dependency Network

Dependencies Reverse dependencies Rfast Rfast2 MLE robqda mvcauchy

Version History

new 1.1 Mar 10, 2026
updated 1.1 ← 1.0 diff Jun 3, 2024
new 1.0 Feb 5, 2024