mvn.ub: Unbiased Estimate of Parameters of a Multivariate Normal...

Description Usage Arguments Value Examples

View source: R/mvn.ub.R

Description

Obtain the Unbiased Estimate of Parameters of a Multivariate Normal Distribution.

Usage

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  mvn.ub(X)

Arguments

X

a matrix of observations with one subject per row.

Value

hat.Mu

unbiased estimate of mean.

hat.Sigma

unbiased estimate of variance.

Examples

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  Sigma <- matrix(c(100, 0.99*sqrt(100*100),
                      0.99*sqrt(100*100), 100),
                      nrow=2)
  X <- mvrnorm(1000, c(100, 100), Sigma)
  result <- mvn.ub(X)

miscF documentation built on April 14, 2020, 7:01 p.m.

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