mvcauchy-package {mvcauchy}

Multivariate Cauchy Distribution

Description

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.

Details

Package:	mvcauchy
Type:	Package
Version:	1.0
Date:	2024-02-06
License:	GPL-2

Maintainers

Michail Tsagris <[e-mail]>.

Author(s)

Michail Tsagris [e-mail] and Christos Adam [e-mail].

References

Nadarajah S. and Kotz S. (2008). Estimation methods for the multivariate t distribution. Acta Applicandae Mathematicae, 102(1): 99–118.

Kanti V. Mardia, John T. Kent and John M. Bibby (1979). Multivariate analysis. Academic Press, London.