Package: nvmix
Version: 0.1-2
Encoding: UTF-8
Title: Multivariate Normal Variance Mixtures
Description: Functions for working with (grouped) multivariate normal variance mixture
  distributions (evaluation of distribution functions and densities,
  random number generation and parameter estimation), including
  Student's t distribution for non-integer degrees-of-freedom as well as the grouped t
  distribution and copula with multiple degrees-of-freedom parameters.
  See <doi:10.18637/jss.v102.i02> for a high-level description of select functionality.
Authors@R: c(person(given = "Marius", family = "Hofert", role = c("aut", "cre"),
                    email = "mhofert@hku.hk"),
             person(given = "Erik", family = "Hintz", role = "aut",
                    email = "erik.hintz@uwaterloo.ca"),
             person(given = "Christiane", family = "Lemieux", role = "aut",
                    email = "clemieux@uwaterloo.ca"))
Author: Marius Hofert [aut, cre],
  Erik Hintz [aut],
  Christiane Lemieux [aut]
Maintainer: Marius Hofert <mhofert@hku.hk>
Depends: R (>= 3.2.0)
Imports: stats, methods, qrng, Matrix, copula, pcaPP, ADGofTest,
        mnormt, pracma
Suggests: RColorBrewer, lattice, qrmdata, xts, knitr, rmarkdown,
        qrmtools, rugarch, quadprog, mvtnorm, sensitivity,
        microbenchmark, QRM, zoo
Enhances:
License: GPL (>= 3) | file LICENCE
NeedsCompilation: yes
VignetteBuilder: knitr
Repository: CRAN
Date/Publication: 2025-09-10 07:50:26 UTC
Packaged: 2025-09-10 03:48:29 UTC; mhofert
Built: R 4.4.3; x86_64-w64-mingw32; 2025-11-12 03:07:22 UTC; windows
Archs: x64
