emtd: Location and scale parameters estimation of a t distribution

In reyzaguirre/rhep: Raul Eyzaguirre's R code

Location and scale parameters estimation of a t distribution

Description

EM algorithm to estimate the location and scale of a t distribution for given degrees of freedom.

Usage

emtd(y, v, initmu = mean(y), inits = sd(y), tol = 1e-04)

Arguments

y	The data.
v	Degrees of freedom.
initmu	Initial value for the location parameter.
inits	Initial value for the scale parameter.
tol	Tolerance for the iterative procedure.

Details

By default the initial values are set to the sample mean and standard deviation.

Value

It returns the estimated location and scale parameters for each iteration.

Author(s)

Raúl Eyzaguirre.

Examples

y = c(10, 12, 16, 15, 15, 17, 20, 21, 16, 24, 13, 22, 14, 15, 16, 16, 17, 18, 19, 18, 23, 20, 30)
emtd(y, 10)

reyzaguirre/rhep documentation built on Dec. 2, 2024, 4:22 p.m.