startValues.slash: Start values for EM algotithm

Description Usage Arguments Details Value Examples

View source: R/funciones.R

Description

Obtain start values for EM algoritm plug-in estimators of mean and covariance matrix. eta is calculate from coeficient of multivariate kurtosis

Usage

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startValues.slash(Y, mu0 = NULL, Sigma0 = NULL, eta0 = NULL)

Arguments

Y

Sample slash.

mu0

Specify mu0. Default is NULL.

Details

Compute Start values for EM algotithm.

Value

A list with mu0, Sigma0 and eta0 components.

Examples

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n <- 1000
p <- 4
Y <- sim.slash( n, rep(0, p), diag(p), 1/2 )
startValues.slash(Y)

fxjulio/slash documentation built on Nov. 18, 2017, 1:01 p.m.