Compositional (version 2.0)

MLE for the multivarite t distribution: MLE for the multivarite t distribution

Description

MLE of the parameters of a multivarite t distribution.

Usage

multivt(y, plot = FALSE)

Arguments

y

A matrix with continuous data.

plot

If plot is TRUE the value of the maximum log-likelihood as a function of the degres of freedom is presented.

Value

A list including: A list including:

Details

The parameters of a multivariate t distribution are estimated. This is used by the functions comp.den and bivt.contour.

References

Nadarajah, S. and Kotz, S. (2008). Estimation methods for the multivariate t distribution. Acta Applicandae Mathematicae, 102(1):99-118.

See Also

bivt.contour, comp.den, rmvt

Examples

x <- iris[, 1:4]
multivt(x)