An R package for modeling and simulating generalized spherical and related distributions View Full Text


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Article Info

DATE

2016-10-28

AUTHORS

John P. Nolan

ABSTRACT

A flexible class of multivariate generalized spherical distributions with star-shaped level sets is developed. To work in dimension above two requires tools from computational geometry and multivariate numerical integration. An algorithm to approximately simulate from these star-shaped distributions is developed; it also works for simulating from more general tessellations. These techniques are implemented in the R package gensphere. More... »

PAGES

14

References to SciGraph publications

  • 2013-01-30. Multivariate elliptically contoured stable distributions: theory and estimation in COMPUTATIONAL STATISTICS
  • 2014-10-01. Geometric disintegration and star-shaped distributions in JOURNAL OF STATISTICAL DISTRIBUTIONS AND APPLICATIONS
  • Identifiers

    URI

    http://scigraph.springernature.com/pub.10.1186/s40488-016-0053-0

    DOI

    http://dx.doi.org/10.1186/s40488-016-0053-0

    DIMENSIONS

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