Estimation and Testing for the Multivariate t-Distribution


[Up] [Top]

Documentation for package ‘MVT’ version 0.3-8

Help Pages

companies Financial data
cork Cork borings
envelope.student QQ-plot with simulated envelopes
equicorrelation.test Equicorrelation test
examScor Open/Closed book data
homogeneity.test Test of variance homogeneity of correlated variances
kurtosis.student Mardia's multivariate kurtosis coefficient
MVT.control Set control parameters
PSG Transient sleep disorder
rmt Multivariate-t random deviates
Student Family object for the multivariate t-distribution
Student.family Family object for the multivariate t-distribution
studentFit Estimation of mean and covariance using the multivariate t-distribution
WH.student Wilson-Hilferty transformation
WindSpeed Wind speed data