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.
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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 |
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