mig: Multivariate Inverse Gaussian Distribution

Provides utilities for estimation for the multivariate inverse Gaussian distribution of Minami (2003) <doi:10.1081/STA-120025379>, including random vector generation and explicit estimators of the location vector and scale matrix. The package implements kernel density estimators discussed in Belzile, Desgagnes, Genest and Ouimet (2024) <doi:10.48550/arXiv.2209.04757> for smoothing multivariate data on half-spaces.

Version:	1.0
Depends:	R (≥ 2.10)
Imports:	statmod, TruncatedNormal (≥ 2.3), Rcpp (≥ 1.0.12)
LinkingTo:	Rcpp, RcppArmadillo
Suggests:	numDeriv, tinytest, knitr, rmarkdown, minqa
Published:	2024-07-14
DOI:	10.32614/CRAN.package.mig
Author:	Frederic Ouimet [aut], Leo Belzile [aut, cre]
Maintainer:	Leo Belzile <belzilel at gmail.com>
BugReports:	https://github.com/lbelzile/mig/issues
License:	MIT + file LICENSE
NeedsCompilation:	yes
Materials:	README
CRAN checks:	mig results

Documentation:

Reference manual:	mig.pdf
Vignettes:	mig package

Downloads:

Package source:	mig_1.0.tar.gz
Windows binaries:	r-devel: mig_1.0.zip, r-release: not available, r-oldrel: mig_1.0.zip
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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