estimate_marginal: Estimate marginal distribution using ML

View source: R/copula_utils.R

estimate_marginalR Documentation

Estimate marginal distribution using ML

Description

estimate_marginal() estimates the marginal distribution specified by marginal_Y using maximum likelihood. The optimizer is Newton-Raphson.

Usage

estimate_marginal(Y, marginal_Y, starting_values)

Arguments

Y

Observations (continuous)

marginal_Y

List with the following five elements (in order):

  • Density function with first argument x and second argument para the parameter vector for this distribution.

  • Distribution function with first argument x and second argument para.

  • Inverse distribution function with first argument p and second argument para.

  • The number of elements in para.

  • Starting values for para.

starting_values

Starting values for marginal_Y

Value

Estimated parameters


Surrogate documentation built on April 11, 2025, 6:09 p.m.