get.df.Student | R Documentation |
Estimates the nu parameter (degrees of freedom) of the multivariate Student distribution when the correlation matrix Sig is given
get.df.Student(P, Sig, max.df = 20)
P |
matrix of non-zero precipitation (zero precipitation are set to NA) |
Sig |
correlation matrix |
max.df |
maximum degrees of freedom tested (default=20) |
nu estimate
Guillaume Evin
McNeil et al. (2005) "Quantitative Risk Management"
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