fit_mig: Fit multivariate inverse Gaussian distribution

In mig: Multivariate Inverse Gaussian Distribution

Fit multivariate inverse Gaussian distribution

Description

Fit multivariate inverse Gaussian distribution

Usage

fit_mig(x, beta, method = c("mle", "mom"), 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
method	string, one of mle for maximum likelihood estimation, or mom for method of moments.
shift	d translation for the half-space \boldsymbol{a}

Value

a list with components:

• xi: estimate of the expectation or location vector

• Omega: estimate of the scale matrix

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