get.df.Student: get.df.Student
In guillaumeevin/GWEX: Multi-Site Stochastic Models for Daily Precipitation and Temperature
get.df.Student R Documentation
get.df.Student
Description
Estimates the nu parameter (degrees of freedom) of the multivariate Student
distribution when the correlation matrix Sig is given
Usage
get.df.Student(P, Sig, max.df = 20)
Arguments
P
matrix of non-zero precipitation (zero precipitation are set to NA)
Sig
correlation matrix
max.df
maximum degrees of freedom tested (default=20)
Value
nu estimate
Author(s)
Guillaume Evin
References
McNeil et al. (2005) "Quantitative Risk Management"
guillaumeevin/GWEX documentation built on Feb. 9, 2024, 3:22 a.m.
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| get.df.Student | R Documentation |
get.df.Student
Description
Estimates the nu parameter (degrees of freedom) of the multivariate Student distribution when the correlation matrix Sig is given
Usage
get.df.Student(P, Sig, max.df = 20)
Arguments
P |
matrix of non-zero precipitation (zero precipitation are set to NA) |
Sig |
correlation matrix |
max.df |
maximum degrees of freedom tested (default=20) |
Value
nu estimate
Author(s)
Guillaume Evin
References
McNeil et al. (2005) "Quantitative Risk Management"
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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