FGSN.EM: FGSN.EM function

In a-mahdavi/SSMFGSN.EM: EM algorithms for the SSMFGSN distributions

Description

Fit the FGSN distribution using EM-algorithm

Usage

FGSN.EM(y, w, xi, s, la, iter.max=200, tol=10^-6)

Examples

y <- r.FGSN(n=1000, xi=5, s=2, la=c(-5,3) )          # Simulating samples from FGSN distribution.
FGSN.EM(y, xi=5, s=2, la=c(-5,3) )                   # Fitted FGSN distribution
   

a-mahdavi/SSMFGSN.EM documentation built on July 16, 2020, 1:51 a.m.