bayexpectile: Bayesian multivariate expectile estimation

In AntoineUC/MEDdist: Density, simulation and ML estimation of the MED distribution

Usage

bayexpectile(X,dir=(1,0,...,0),rho=0.5,niter=1000)

Arguments

X	Data set, a n x d matrix.
dir	Direction of the multivariate expectile level. Must be on the unit circle. Default: (1,0,...,0).
rho	Norm of the multivariate expectile. Default: 0.5.
niter	Number of iterations. Default: 1000.

Value

mu	niter simulations of the multivariate expectile.
muhat	Mean of the niter simulations.

AntoineUC/MEDdist documentation built on Oct. 5, 2021, 1:07 p.m.