Package: mig 1.0.004
mig: Multivariate Inverse Gaussian Distribution
Provides utilities for estimation for the multivariate inverse Gaussian distribution of Minami (2003) <doi:10.1081/STA-120025379>, including random vector generation and explicit estimators of the location vector and scale matrix. The package implements kernel density estimators discussed in Belzile, Desgagnes, Genest and Ouimet (2024) <doi:10.48550/arXiv.2209.04757> for smoothing multivariate data on half-spaces.
Authors:
mig_1.0.004.tar.gz
mig_1.0.004.zip(r-4.5)mig_1.0.004.zip(r-4.4)mig_1.0.004.zip(r-4.3)
mig_1.0.004.tgz(r-4.4-x86_64)mig_1.0.004.tgz(r-4.4-arm64)mig_1.0.004.tgz(r-4.3-x86_64)mig_1.0.004.tgz(r-4.3-arm64)
mig_1.0.004.tar.gz(r-4.5-noble)mig_1.0.004.tar.gz(r-4.4-noble)
mig_1.0.004.tgz(r-4.4-emscripten)mig_1.0.004.tgz(r-4.3-emscripten)
mig.pdf |mig.html✨
mig/json (API)
| # Install 'mig' in R: |
| install.packages('mig', repos = c('https://lbelzile.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/lbelzile/mig/issues
- geomagnetic - Magnetic storms
Last updated 8 days agofrom:43c50920b1. Checks:1 OK, 8 ERROR. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Jan 24 2025 |
| R-4.5-win-x86_64 | ERROR | Jan 24 2025 |
| R-4.5-linux-x86_64 | ERROR | Jan 24 2025 |
| R-4.4-win-x86_64 | ERROR | Jan 24 2025 |
| R-4.4-mac-x86_64 | ERROR | Jan 24 2025 |
| R-4.4-mac-aarch64 | ERROR | Jan 24 2025 |
| R-4.3-win-x86_64 | ERROR | Jan 24 2025 |
| R-4.3-mac-x86_64 | ERROR | Jan 24 2025 |
| R-4.3-mac-aarch64 | ERROR | Jan 24 2025 |
Exports:.lsum.mig_mle.mig_momdmigdmig_laplaciandtelliptfit_miggauss_lcvgauss_loogauss_lscvgauss_rlcvhsgauss_kdenskdens_bandwidthmig_kdensmig_lcvmig_loglik_gradmig_loglik_hessianmig_loglik_laplacianmig_loomig_lscvmig_rlcvmle_truncgaussnormalrule_bandwidthpmigrmigrtellipttnorm_kdenstnorm_lcvtnorm_lootnorm_lscvtnorm_rlcv
Dependencies:alabamanleqslvnumDerivqrngRcppRcppArmadillospacefillrstatmodTruncatedNormal
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Threshold selection for bandwidth | an |
| Multivariate inverse Gaussian distribution | dmig pmig rmig |
| Fit multivariate inverse Gaussian distribution | fit_mig |
| Magnetic storms | geomagnetic |
| Gaussian kernel density estimator on half-space | hsgauss_kdens |
| Optimal scale matrix for kernel density estimation | kdens_bandwidth |
| Multivariate inverse Gaussian kernel density estimator | mig_kdens |
| Maximum likelihood estimation of truncated Gaussian on half space | mle_truncgauss |
| Truncated Gaussian kernel density estimator | tnorm_kdens |
