mle_truncgauss: Maximum likelihood estimation of truncated Gaussian on half...

View source: R/elliptical.R

mle_truncgaussR Documentation

Maximum likelihood estimation of truncated Gaussian on half space

Description

Given a data matrix and a vector of linear constraints for the half-space, we compute the maximum likelihood estimator of the location and scale matrix

Usage

mle_truncgauss(xdat, beta)

Arguments

xdat

matrix of observations

beta

vector of constraints defining the half-space

Value

a list with location vector loc and scale matrix scale


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