Multivariate Subgaussian Stable Distributions in R
نویسندگان
چکیده
We introduce and showcase [mvpd](https://CRAN.R-project.org/package=mvpd) (an acronym for *m*ulti*v*ariate *p*roduct *d*istributions), a package that uses product distribution approach to calculating multivariate subgaussian stable functions. The family of distributions are elliptically contoured contain the Cauchy normal distribution. These can be useful in modeling data phenomena have heavier tails than (more frequent occurrence extreme values). Application areas include log returns stocks, signal processing radar sonar data, astronomy, hunting patterns sharks.
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ژورنال
عنوان ژورنال: R Journal
سال: 2022
ISSN: ['2073-4859']
DOI: https://doi.org/10.32614/rj-2022-056