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# This library is free software; you can redistribute it and/or
# modify it under the terms of the GNU Library General Public
# License as published by the Free Software Foundation; either
# version 2 of the License, or (at your option) any later version.
#
# This library is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU Library General Public License for more details.
#
# You should have received a copy of the GNU Library General
# Public License along with this library; if not, write to the
# Free Foundation, Inc., 59 Temple Place, Suite 330, Boston,
# MA 02111-1307 USA
################################################################################
# FUNCTION: DESCRIPTION:
# dmst Multivariate Skew Student-t Density function
# pmst Multivariate Skew Student-t Probability function
# rmst Multivariate Skew Student-t Random Number generator
# REQUIRES: DESCRIPTION:
# sn Contributed R-Package
# fDISTSFIT fBasics Package
################################################################################
# NOTE:
# The former multivariate skew Student-t distribution functions have
# been deprecated. Use instead the functions directly from contributed
# Package "sn".
# NOTE:
# The former multivariate "mvFit" parameter estimation functions have
# been deprecated. New easy to use fitting functions have been adde:
# ms[cdt]Fit have been added.
mstFit <-
function(x, fixed.nu=NULL, trace=FALSE, title=NULL, description=NULL)
{
# Fit distributional Parameters:
if (is.null(fixed.nu)) {
fit <- sn::mst.mple(
x = rep(1, nrow(x)), y = x, start=NULL, fixed.nu=NULL,
trace=trace, penalty=NULL)
fit$estimated <- fit$dp
} else {
fit <- sn::mst.mple(
x = rep(1, nrow(x)), y = x, start=NULL, fixed.nu=fixed.nu,
trace=trace, penalty=NULL)
fit$estimated <- list(fit$dp, nu=fixed.nu)
}
# Add Title and Description:
if (is.null(title))
title <- "Student-t Parameter Estimation"
if (is.null(description))
description <- description()
# Return Value:
new("fDISTFIT",
call = match.call(),
model = "Skew Student-t Distribution",
data = as.data.frame(x),
fit = fit,
title = title,
description = description)
}
###############################################################################
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