Estimation and Testing for the Multivariate t-Distribution


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Documentation for package ‘MVT’ version 0.3

Help Pages

center.test One-sample location test
commutation Commutation matrix for square matrices
companies Financial data
cork Cork borings
duplication Duplication matrix
dweights Distribution of the weights from a multivariate t-distribution
envelope QQ-plot with simulated envelopes
equicorrelation.test Equicorrelation test
examScor Open/Closed book data
fisher.info Fisher information matrix
homogeneity.test Test of variance homogeneity of correlated variances
kurtosis Mardia's multivariate kurtosis coefficient
mvt.control Set control parameters
PFM Returns from the Chilean Pension Funds
pweights Distribution of the weights from a multivariate t-distribution
qweights Distribution of the weights from a multivariate t-distribution
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
Weights Distribution of the weights from a multivariate t-distribution
wilson.hilferty Wilson-Hilferty transformation