MVT: Estimation and Testing for the Multivariate t-Distribution

Routines to perform estimation and inference under the multivariate t-distribution. Currently, the following methodologies are implemented: multivariate mean and covariance estimation, hypothesis testing about the mean, equicorrelation and homogeneity of variances, the Wilson-Hilferty transformation, QQ-plots with envelopes and random variate generation. Some auxiliary functions are also provided.

Version: 0.3
Imports: stats, utils, graphics
Suggests: heavy
Published: 2015-10-11
Author: Felipe Osorio
Maintainer: Felipe Osorio <felipe.osorio at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Citation: MVT citation info
CRAN checks: MVT results


Reference manual: MVT.pdf
Package source: MVT_0.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: MVT_0.3.tgz
OS X Mavericks binaries: r-oldrel: MVT_0.3.tgz


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