dmed: Probability density function of the MED distribution
In AntoineUC/MEDdist: Density, simulation and ML estimation of the MED distribution
Description
Usage
Arguments
Value
Author(s)
Description
This function computes the probability density function of the MED distribution.
Usage
1
dmed(x,mu,Sigma,rho,nu)
Arguments
x
p x n matrix, p being the dimension, n the number of points where the p.d.f. is evaluated.
mu
p-dimensional vector of expectile. Default: rep(0,p).
Sigma
p x p matrix. Default: diag(p).
rho
Asymmetry parameter. Default: 0.
nu
Asymmetry direction. Default: rep(1,p)/sqrt(p).
Value
A vector of the p.d.f. evaluated at n points.
Author(s)
Antoine Usseglio-Carleve
AntoineUC/MEDdist documentation built on Oct. 5, 2021, 1:07 p.m.
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Description Usage Arguments Value Author(s)
Description
This function computes the probability density function of the MED distribution.
Usage
1 | dmed(x,mu,Sigma,rho,nu)
|
Arguments
x |
p x n matrix, p being the dimension, n the number of points where the p.d.f. is evaluated. |
mu |
p-dimensional vector of expectile. Default: rep(0,p). |
Sigma |
p x p matrix. Default: diag(p). |
rho |
Asymmetry parameter. Default: 0. |
nu |
Asymmetry direction. Default: rep(1,p)/sqrt(p). |
Value
A vector of the p.d.f. evaluated at n points.
Author(s)
Antoine Usseglio-Carleve
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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