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nvmix

Multivariate Normal Variance Mixtures

v0.1-2 · Sep 10, 2025 · GPL (>= 3) | file LICENCE
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Description

Functions for working with (grouped) multivariate normal variance mixture distributions (evaluation of distribution functions and densities, random number generation and parameter estimation), including Student's t distribution for non-integer degrees-of-freedom as well as the grouped t distribution and copula with multiple degrees-of-freedom parameters. See <doi:10.18637/jss.v102.i02> for a high-level description of select functionality.

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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

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

Reverse Dependencies (1)

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Dependency Network

Dependencies Reverse dependencies qrng Matrix copula pcaPP ADGofTest mnormt pracma gnn nvmix

Version History

new 0.1-2 Mar 10, 2026
updated 0.1-2 ← 0.1-1 diff Sep 9, 2025
updated 0.1-1 ← 0.1-0 diff Mar 3, 2024
updated 0.1-0 ← 0.0-8 diff Apr 26, 2022
updated 0.0-8 ← 0.0-7 diff Jan 22, 2022
updated 0.0-7 ← 0.0-6 diff Jan 3, 2022
updated 0.0-6 ← 0.0-5 diff May 11, 2021
updated 0.0-5 ← 0.0-4 diff Sep 20, 2020
updated 0.0-4 ← 0.0-3 diff Jun 11, 2020
updated 0.0-3 ← 0.0-2 diff Jan 12, 2020
updated 0.0-2 ← 0.0-1 diff Nov 12, 2019
new 0.0-1 Oct 13, 2018