Constrained Likelihood Ratio Tests for a Directed Acyclic Graph (clrdag)
Provides MLEdag() for constrained maximum likelihood estimation and likelihood ratio test of a large directed acyclic graph. The algorithms are describ …

Inference on Granger-Causality in the Frequency Domain (grangers)
Contains five functions performing the calculation of unconditional and conditional Granger-causality spectra, bootstrap inference on both, and inferen …

A Graph-Based Test for Comparing Multivariate Distributions in the Multi Sample Framework (multicross)
We introduce a nonparametric, graphical test based on optimal matching for assessing whether multiple unknown multivariate probability distributions ar …

Linear Regression with the Stable Distribution (stabreg)
Efficient regression for heavy-tailed and skewed data following a stable distribution. Generalized regression where the skewness and tail parameter of …

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