Compositional (version 1.0)

multivt: Multivariate or univariate regression with compositional data in the covariates side using the $\alpha$-transformation

Description

Multivariate or univariate regression with compositional data in the covariates side using the $\alpha$-transformation.

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:
• center
  The location estimate.
• scatter
  The scatter matrix estimate.
• df
  The estimated degrees of freedom.
• loglik
  The loglikelihood value.
• mesos
  The classical mean vector.
• covariance
  The classical covariance matrix.

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)