fit_normal: Estimation of the Normal Distribution

In Reckziegel/CMA: Copula Marginal Algorithm (CMA)

Estimation of the Normal Distribution

Description

Performs the estimation on the normal distribution (univariate and multivariate). Wrappers fit.gaussuv and fit.gaussmv.

Usage

fit_normal(x)

## Default S3 method:
fit_normal(x)

## S3 method for class 'tbl'
fit_normal(x)

## S3 method for class 'xts'
fit_normal(x)

## S3 method for class 'matrix'
fit_normal(x)

Arguments

x	A tabular (non-tidy) data structure.

Value

A list of the the class cma_fit with 21 components.

See Also

fit_ghd fit_hyp fit_nig fit_vg fit_t

Examples

x <- matrix(diff(log(EuStockMarkets)), ncol = 4)

# multivariate estimation
fit_normal(x)

# univariate estimation
fit_normal(x[ , 4, drop = FALSE])

Reckziegel/CMA documentation built on July 13, 2022, 10:31 p.m.