An R package for Non-Normal Multivariate Distributions: Simulation and Probability Calculations from Multivariate Lomax (Pareto Type II) and Other Related Distributions.
Zhixin LunRavindra KhattreePublished in: R J. (2021)
Keyphrases
- probability distribution function
- probability distribution
- finite mixtures
- multivariate normal
- dependence structure
- type ii
- multivariate gaussian
- regression model
- power law
- large deviations
- genetic algorithm
- minimum message length
- stochastic simulation
- heavy tailed
- control charts
- marginal distributions
- gaussian distribution
- random variables
- data sets
- multivariate time series
- multiobjective optimization
- posterior probability
- statistically significant
- mixture model
- upper bound