Multivariate Normal Variance Mixtures

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Documentation for package ‘nvmix’ version 0.1-1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Code demos. Use demo() to run them.

Help Pages

corgnvmix	Dependence Measures for grouped normal variance mixture copulas
dgammamix	Functionalities for Gamma Scale Mixture Models
dgnvmix	Density of Grouped Normal Variance Mixtures
dgStudent	Density of Grouped Normal Variance Mixtures
dgStudentcopula	Functionalities for Normal Variance Mixture Copulas
dNorm	Density of Multivariate Normal Variance Mixtures
dnvmix	Density of Multivariate Normal Variance Mixtures
dnvmixcopula	Functionalities for Normal Variance Mixture Copulas
dskewt	Functionalities for the skew-t distribution and copula
dskewtcopula	Functionalities for the skew-t distribution and copula
dStudent	Density of Multivariate Normal Variance Mixtures
dStudentcopula	Functionalities for Normal Variance Mixture Copulas
ES_nvmix	Risk measures for normal variance mixtures
fitgStudentcopula	Functionalities for Normal Variance Mixture Copulas
fitNorm	Fitting Multivariate Normal Variance Mixtures
fitnvmix	Fitting Multivariate Normal Variance Mixtures
fitStudent	Fitting Multivariate Normal Variance Mixtures
fitStudentcopula	Functionalities for Normal Variance Mixture Copulas
get_set_param	Algorithm-specific Parameters
get_set_qqplot_param	Plotting parameters for QQ Plots
lambda_gStudent	Dependence Measures for grouped normal variance mixture copulas
numerical_experiments_data	Data Generated by the Demo 'numerical_experiments'
pgammamix	Functionalities for Gamma Scale Mixture Models
pgnvmix	Distribution Function of Grouped Multivariate Normal Variance Mixtures
pgStudent	Distribution Function of Grouped Multivariate Normal Variance Mixtures
pgStudentcopula	Functionalities for Normal Variance Mixture Copulas
pNorm	Distribution Function of Multivariate Normal Variance Mixtures
pnvmix	Distribution Function of Multivariate Normal Variance Mixtures
pnvmixcopula	Functionalities for Normal Variance Mixture Copulas
pStudent	Distribution Function of Multivariate Normal Variance Mixtures
pStudentcopula	Functionalities for Normal Variance Mixture Copulas
qgammamix	Functionalities for Gamma Scale Mixture Models
qnvmix	Quantile Function of a univariate Normal Variance Mixture Distribution
qqplot_maha	QQ Plot for Multivariate Normal Variance Mixtures
rgammamix	Functionalities for Gamma Scale Mixture Models
rgnvmix	(Quasi-)Random Number Generator for Grouped Normal Variance Mixtures
rgStudent	(Quasi-)Random Number Generator for Grouped Normal Variance Mixtures
rgStudentcopula	Functionalities for Normal Variance Mixture Copulas
rNorm	(Quasi-)Random Number Generation for Multivariate Normal Variance Mixtures
rNorm_sumconstr	(Quasi-)Random Number Generation for Multivariate Normal Variance Mixtures
rnvmix	(Quasi-)Random Number Generation for Multivariate Normal Variance Mixtures
rnvmixcopula	Functionalities for Normal Variance Mixture Copulas
rskewt	Functionalities for the skew-t distribution and copula
rskewtcopula	Functionalities for the skew-t distribution and copula
rStudent	(Quasi-)Random Number Generation for Multivariate Normal Variance Mixtures
rStudentcopula	Functionalities for Normal Variance Mixture Copulas
VaR_nvmix	Risk measures for normal variance mixtures