fit.mstil.r: This function finds the maximum likelihood estimations for...

In henrylobster/mstil: 'Multivariate Skew t Distribution with Independent Logistic Skewing Function (MSTIL)'

Description

This function finds the maximum likelihood estimations for restricted mstil.

Usage

fit.mstil.r(x, param = NULL, control = list())

Arguments

x	matrix of quantiles of size n x k. Each row is taken as a quantile.
param	list of inital parameters, contains lambda, delta, Ainv, and nu.
control	list of control variables, see 'details'. #@details The control argument is a list that accepts the following components. lambdaPenalty a positive value, represents the L2 penalty coefficient for lambda. By default 0. ainvPenalty a positive value, represents the L2 penalty coefficient for Ainv. By default 0. maxitOptimR a positive integer, represents the maximum number of iterations allowed in optim. By default 1e3.

Value

a list with components:

lambda	the value of fitted lambda.
delta	the value of fitted delta.
Ainv	the value of fitted Ainv.
nu	the value of fitted nu.
logLik	the value of fitted log-Likelihood.

Examples

# Not run:
# data(RiverFlow)
# fit.mstil.r(as.matrix(log(RiverFlow)))

henrylobster/mstil documentation built on Sept. 25, 2020, 3:48 p.m.