mvcauchy:Multivariate Cauchy Distribution
The Cauchy distribution is a special case of the t distribution when the degrees of freedom are equal to 1. The
functions are related to the multivariate Cauchy distribution
and include simulation, computation of the density, maximum
likelihood estimation, contour plot of the bivariate Cauchy
distribution, and discriminant analysis. References include:
Nadarajah S. and Kotz S. (2008). "Estimation methods for the
multivariate t distribution". Acta Applicandae Mathematicae,
102(1): 99--118. <doi:10.1007/s10440-008-9212-8>, and Kanti V.
Mardia, John T. Kent and John M. Bibby (1979). "Multivariate
analysis", ISBN:978-0124712522. Academic Press, London.
