dot-mig_mle: Maximum likelihood estimation of multivariate inverse...

In mig: Multivariate Inverse Gaussian Distribution

Maximum likelihood estimation of multivariate inverse Gaussian vectors

Description

The maximum likelihood estimators are obtained for fixed shift vector \boldsymbol{a} and half-space vector \boldsymbol{\beta}.

Usage

.mig_mle(x, beta, shift)

Arguments

x	n by d matrix of quantiles
beta	d vector \boldsymbol{\beta} defining the half-space through \boldsymbol{\beta}^{\top}\boldsymbol{\xi}>0
shift	d translation for the half-space \boldsymbol{a}

Value

a list with components:

• xi: MLE of the expectation or location vector

• Omega: MLE of the scale matrix

mig documentation built on April 11, 2025, 5:45 p.m.