Description Usage Arguments Author(s) Examples
Maximum likelihood estimation of Normal inverse Wishart distributed observations
1 |
xi_list |
a list of length |
psi_list |
a list of length |
S_list |
a list of length |
doPlot |
a logical flag indicating whether the algorithm progression should be plotted.
Default is |
Boris Hejblum, Chariff Alkhassim
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 | hyperG0 <- list()
hyperG0$b_xi <- c(0.3, -1.5)
hyperG0$b_psi <- c(0, 0)
hyperG0$kappa <- 0.001
hyperG0$D_xi <- 100
hyperG0$D_psi <- 100
hyperG0$nu <- 35
hyperG0$lambda <- diag(c(0.25,0.35))
xi_list <- list()
psi_list <- list()
S_list <- list()
for(k in 1:1000){
NNiW <- rNNiW(hyperG0, diagVar=FALSE)
xi_list[[k]] <- NNiW[["xi"]]
psi_list[[k]] <- NNiW[["psi"]]
S_list[[k]] <- NNiW[["S"]]
}
mle <- MLE_sNiW(xi_list, psi_list, S_list)
mle
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