| foldedt.mle | R Documentation |
MLE of the folded t distribution.
foldedt.mle(x)
x |
A numerical vector with positive real numbers. |
A list including:
param |
The estimated location and scatter parameters, and the degrees of freedom of the folded t distribution. |
loglik |
The value of the maximised log-likelihood. |
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
Psarakis and Panaretos (1990). The folded t distribution. Communications in Statistics–Theory and Methods, 19(7): 2717–2734.
https://en.wikipedia.org/wiki/Folded-t_and_half-t_distributions
halft.mle, halft1.mle, dfoldedt
x <- abs( rt(1000, 5, 2) )
foldedt.mle(x)
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