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mvcauchy: Multivariate Cauchy Distribution

The Cauchy distribution is a special case of the t distribution when the degrees of freedom are equal to 1. The functions are related to the multivariate Cauchy distribution and include simulation, computation of the density, maximum likelihood estimation, contour plot of the bivariate Cauchy distribution, and discriminant analysis. References include: Nadarajah S. and Kotz S. (2008). "Estimation methods for the multivariate t distribution". Acta Applicandae Mathematicae, 102(1): 99–118. <doi:10.1007/s10440-008-9212-8>, and Kanti V. Mardia, John T. Kent and John M. Bibby (1979). "Multivariate analysis", ISBN:978-0124712522. Academic Press, London.

Version: 1.0
Depends: R (≥ 4.0)
Imports: graphics, grDevices, Rfast, Rfast2
Published: 2024-02-06
Author: Michail Tsagris [aut, cre], Christos Adam [ctb]
Maintainer: Michail Tsagris <mtsagris at uoc.gr>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: mvcauchy results

Documentation:

Reference manual: mvcauchy.pdf

Downloads:

Package source: mvcauchy_1.0.tar.gz
Windows binaries: r-devel: mvcauchy_1.0.zip, r-release: mvcauchy_1.0.zip, r-oldrel: mvcauchy_1.0.zip
macOS binaries: r-release (arm64): mvcauchy_1.0.tgz, r-oldrel (arm64): mvcauchy_1.0.tgz, r-release (x86_64): mvcauchy_1.0.tgz, r-oldrel (x86_64): mvcauchy_1.0.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.