Multivariate Product Distributions for Elliptically Contoured Distributions
Overview
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.
- add dmvss_mat(). this function may be faster than dmvss() and can handle matrix inputs
- add dmvt_mat(). this is a developmental multivariate t distribution
- add [pr]mvlogis
- add [dr]kolm
- check out the package website that has a deeper dive on some topics
- https://swihart.github.io/mvpd/index.html
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
The repository also keeps web-only articles.
- Help pages
- 13includes a package overview page
- Examples that run
- 92%11 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 91%
- Return-value docs
- 83%
- Help pages citing references
- 69%
Downloads
Repository
- PRs merged (all time)
- not measured
- Median days to close, 50 most recently updated closed issues
- 0
- Median days to close, 50 most recently updated closed PRs
- not measured
Releases over time
Issues over time
8 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/swihart/mvpd on 2026-10-18.
GitHub Pages site last deployed 2026-04-15 · The repository has a site deploy workflow
pkgdown site last built 2026-04-15
Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 0.0.5Latest2025-06-18 · current release · diff ↗ ·
added 6 exports
dkolm, dmvss_mat, dmvt_mat, pmvlogis, rkolm, rmvlogis - RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- unarchivedReturned to CRAN2023-09-03
- 0.0.42023-09-03 · diff ↗
- archivedRemoved from CRAN2023-06-02requires archived package 'libstableR'
- RR 4.3.0 released · 2023-04-21
- 0.0.32022-06-20 · diff ↗
- RR 4.2.0 released · 2022-04-22
- 0.0.22022-03-31 · diff ↗ ·
removed 1 export
rmvtadded 6 exports
adaptIntegrate_inf_limPD, dmvss, fit_mvss, pmvss, pmvss_mc, rmvss - 0.0.12022-03-23
- RR 4.1.0 released · 2021-05-18
Package metadata
- First published
- 2022-03-23
- Total releases
- 5 / 4 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.4.0
- Download size
- 45 KB
Cite
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