fitmed: Maximum Likelihood estimation of the parameters of a MED...

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

Description

This function estimates the parameters mu, Sigma, rho and nu of the MED distribution.

Usage

fitmed(x,mu0,Sigma0,rho0,nu0,maxit)

Arguments

x	Data. A n x p matrix, p being the dimension, n the size of the sample.
mu0	p-dimensional vector. Initial value of mu. Default: Empirical mean of x.
Sigma0	p x p matrix. Initial value of Sigma. Default: Empirical variance of x.
rho0	Real value between 0 and 1. Intial value of the asymmetry parameter rho. Default: 0.1.
nu0	p-dimensional vector. Initial value of the asymmetry direction nu. Default: e1.
maxit	Maximum number of iterations. Default: 100.

Value

A list of the estimated parameters.

Author(s)

Antoine Usseglio-Carleve

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