Multivariate Cauchy Distribution
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 10includes a package overview page
- Examples that run
- 100%9 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 90%
Downloads
Dependencies
Installing mvcauchy adds 8 packages (7 with compiled code, 18 MB of source tarballs). Heaviest: BH 14 MB, Rcpp 1.8 MB, RcppArmadillo 1.0 MB.
Code & Tests
People & History
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- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
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- RR 4.4.0 released · 2024-04-24
- 1.02024-02-06
- RR 4.3.0 released · 2023-04-21
Package metadata
- First published
- 2024-02-06
- Total releases
- 2 / 2 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 4.0
- Download size
- 7.3 KB
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