Package: mig 2.0

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:Leo Belzile [aut, cre], Frederic Ouimet [aut]

mig_2.0.tar.gz
mig_2.0.zip(r-4.7)mig_2.0.zip(r-4.6)mig_2.0.zip(r-4.5)
mig_2.0.tgz(r-4.6-x86_64)mig_2.0.tgz(r-4.6-arm64)mig_2.0.tgz(r-4.5-x86_64)mig_2.0.tgz(r-4.5-arm64)
mig_2.0.tar.gz(r-4.7-arm64)mig_2.0.tar.gz(r-4.7-x86_64)mig_2.0.tar.gz(r-4.6-arm64)mig_2.0.tar.gz(r-4.6-x86_64)
mig_2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
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

Uses libs:

openblas– Optimized BLAS
c++– GNU Standard C++ Library v3
openmp– GCC OpenMP (GOMP) support library

Datasets:

geomagnetic - Magnetic storms

On CRAN:

openblas cpp openmp

3.70 score 1 scripts 164 downloads 35 exports 9 dependencies

Last updated from:191ed5b73a. Checks:2 ERROR, 11 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	ERROR	158
linux-devel-x86_64	OK	157
source / vignettes	OK	168
linux-release-arm64	ERROR	138
linux-release-x86_64	OK	155
macos-release-arm64	OK	132
macos-release-x86_64	OK	294
macos-oldrel-arm64	OK	142
macos-oldrel-x86_64	OK	347
windows-devel	OK	169
windows-release	OK	142
windows-oldrel	OK	156
wasm-release	OK	111

Exports:.lsum .mig_mle .mig_mom dmig dmig_laplacian dtellipt fit_mig gauss_kdens_arma gauss_lcv gauss_loo gauss_lscv gauss_rlcv hsgauss_kdens kdens_bandwidth mig_kdens mig_kdens_arma mig_lcv mig_loglik_grad mig_loglik_hessian mig_loglik_laplacian mig_loo mig_lscv mig_rlcv mle_truncgauss normalrule_bandwidth pmig proj_hs rmig rtellipt tnorm_kdens tnorm_kdens_arma tnorm_lcv tnorm_loo tnorm_lscv tnorm_rlcv

Dependencies:alabama nleqslv numDeriv qrng Rcpp RcppArmadillo spacefillr statmod TruncatedNormal

mig package

Random number generation | References

Rendered frommig_vignette.Rmdusingknitr::rmarkdown

Last update: 2024-07-12
Started: 2024-02-24

Citation

Development and contributors

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
Orthogonal projection matrix onto the half-space	proj_hs
Truncated Gaussian kernel density estimator	tnorm_kdens