Conditional Multivariate t Distribution, Expectation Maximization Algorithm, and Its Stochastic Variants


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Documentation for package ‘CondMVT’ version 0.1.0

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CondMVT Conditional Location Vector, Scatter Matrix, and Degrees of Freedom of Multivariate t Distribution
dcmvt Conditional Multivariate t Density and Random Deviates
EM_msteps Data Imputation Using EM (Multiple Iterations; Degrees of Freedom Known)
EM_onestep Data Imputation Using EM (Single Iteration; Degrees of Freedom Known)
EM_Umsteps Data Imputation Using EM (Multiple Iterations, Degrees of Freedom Unknown)
EM_Uonestep Data Imputation Using EM (Single Iteration, Degrees of Freedom Unknown)
MISS Creating Missing Values at Random in Multivariate Datasets
pcmvt Conditional Multivariate t Distribution
rcmvt Conditional Multivariate t Density and Random Deviates
SMCEM_msteps Data Imputation Using SEM and MCEM (Multiple Iterations, Degrees of Freedom Known)
SMCEM_onestep Data Imputation Using SEM and MCEM (Single Iteration, Degrees of Freedom Known)
SMCEM_Umsteps Data Imputation Using SEM and MCEM (Multiple Iterations; Degrees of Freedom Unknown)
SMCEM_Uonestep Data Imputation Using SEM and MCEM (Single Iteration; Degrees of Freedom Unknown)