nvmix

0.1-2

Multivariate Normal Variance Mixtures

1packages depend

8.6Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Marius HofertFirst published 2018-10-1411 releasesCRAN page ↗

Functions for working with (grouped) multivariate normal variance mixture distributions (evaluation of distribution functions and densities, random number generation and parameter estimation), including Student's t distribution for non-integer degrees-of-freedom as well as the grouped t distribution and copula with multiple degrees-of-freedom parameters. See doi:10.18637/jss.v102.i02 for a high-level description of select functionality.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("nvmix", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-nvmix

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-nvmix

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-nvmix

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 4.6 min · r-devel-linux-x86_64-fedora-clang

Code health

None

Tests · ratio 0.00

not tracked

Coverage

98%

Documentation · exports

Dependencies · direct

Check history

OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 86%
Return-value docs: 100%
References docs: 94%

Downloads

8.6K

CRAN downloads in the past year

Rank #5,086 · ~24/day · ~717/mo

Releases R versions

Daily download trend is not available in this view yet.

43730 days

1.7K90 days

8.6K1 year

Compare downloads with other packages →

Also on430 r2u36 autocran64 c2d4u

Dependencies

Declared dependencies

19 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.2.0

Imports (9)

statsmethodsqrngMatrixcopula pcaPP ADGofTest mnormt pracma

LinkingTo (0)

none

Suggests (14)

RColorBrewerlatticeqrmdata xts knitr rmarkdown qrmtools rugarch quadprog mvtnorm sensitivity microbenchmark QRM zoo

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

gnn

Code & Tests

People & History

People (3)

Maintainer (1)

Marius Hofert

Author, Maintainer

Authors (3)

Marius Hofert

Author, Maintainer

Erik Hintz

Author

Christiane Lemieux

Author

Package Timeline

11 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
0.1-2Latest
2025-09-10 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
0.1-1
2024-03-04 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.1-0
2022-04-27 · diff ↗
R
R 4.2.0 released · 2022-04-22
0.0-8
2022-01-23 · diff ↗
0.0-7
2022-01-04 · diff ↗
R
R 4.1.0 released · 2021-05-18
0.0-6
2021-05-12 · diff ↗
0.0-5
2020-09-21 · diff ↗
0.0-4
2020-06-12 · diff ↗
R
R 4.0.0 released · 2020-04-24
0.0-3
2020-01-13 · diff ↗

Show 4 earlier events

0.0-2
2019-11-13 · diff ↗
R
R 3.6.0 released · 2019-04-26
0.0-1
2018-10-14
R
R 3.5.0 released · 2018-04-23

Package metadata

First published: 2018-10-14
Total releases: 11 / 8 yrs
License: GPL (>= 3) | file LICENCE OSI
Minimum R: ≥ 3.2.0
Bundled data: 1.2 MB / 2 files
Download size: 1.9 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Probability Distributions Empirical Finance

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