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Implements the moment-matching approximation for differences of non-standardized t-distributed random variables in both univariate and multivariate settings. The package provides density, distribution function, quantile function, and random generation for the approximated distributions of t-differences. The methodology establishes the univariate approximated distributions through the systematic matching of the first, second, and fourth moments, and extends it to multivariate cases, considering both scenarios of independent components and the more general multivariate t-distributions with arbitrary dependence structures. Methods build on the classical moment-matching approximation method (e.g., Casella and Berger (2024) <doi:10.1201/9781003456285>).
| Version: | 1.0.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats, mvtnorm |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-01-27 |
| DOI: | 10.32614/CRAN.package.mmtdiff |
| Author: | Yusuke Yamaguchi [aut, cre] |
| Maintainer: | Yusuke Yamaguchi <yamagubed at gmail.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| Materials: | README, NEWS |
| CRAN checks: | mmtdiff results |
| Reference manual: | mmtdiff.html , mmtdiff.pdf |
| Vignettes: |
Introduction to mmtdiff (source, R code) |
| Package source: | mmtdiff_1.0.0.tar.gz |
| Windows binaries: | r-devel: mmtdiff_1.0.0.zip, r-release: mmtdiff_1.0.0.zip, r-oldrel: mmtdiff_1.0.0.zip |
| macOS binaries: | r-release (arm64): mmtdiff_1.0.0.tgz, r-oldrel (arm64): mmtdiff_1.0.0.tgz, r-release (x86_64): mmtdiff_1.0.0.tgz, r-oldrel (x86_64): mmtdiff_1.0.0.tgz |
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These binaries (installable software) and packages are in development.
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