mvpd: Multivariate Product Distributions for Elliptically Contoured Distributions

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>.

Version: 0.0.5
Depends: R (≥ 3.4.0)
Imports: matrixStats, stabledist, libstable4u, mvtnorm, stats, cubature, Matrix
Suggests: scales, VGAMextra, expint, invgamma, LNPar, rgl, uniformly, rmarkdown, knitr, testthat (≥ 3.0.0)
Published: 2025-06-18
DOI: 10.32614/CRAN.package.mvpd
Author: Bruce Swihart ORCID iD [aut, cre]
Maintainer: Bruce Swihart <bruce.swihart at gmail.com>
BugReports: https://github.com/swihart/mvpd/issues
License: MIT + file LICENSE
URL: https://github.com/swihart/mvpd, https://swihart.github.io/mvpd/
NeedsCompilation: no
Materials: README, NEWS
In views: Distributions
CRAN checks: mvpd results

Documentation:

Reference manual: mvpd.html , mvpd.pdf

Downloads:

Package source: mvpd_0.0.5.tar.gz
Windows binaries: r-devel: mvpd_0.0.5.zip, r-release: mvpd_0.0.5.zip, r-oldrel: mvpd_0.0.5.zip
macOS binaries: r-release (arm64): mvpd_0.0.5.tgz, r-oldrel (arm64): mvpd_0.0.5.tgz, r-release (x86_64): mvpd_0.0.5.tgz, r-oldrel (x86_64): mvpd_0.0.5.tgz
Old sources: mvpd archive

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