Automated thresholds selection for the robust likelihood cross validation.
The cutoff is based on the covariance matrix of the sample data.

Provides utilities for estimation for the multivariate inverse Gaussian distribution of Minami (2003) <doi:10.1081/STA-120025379>, including random vector generation and explicit estimators of the location vector and scale matrix. The package implements kernel density estimators discussed in Belzile, Desgagnes, Genest and Ouimet (2024) <doi:10.48550/arXiv.2209.04757> for smoothing multivariate data on half-spaces.

Leo Belzile

Multivariate Inverse Gaussian Distribution

Frederic Ouimet

an function

<dl><dt>x</dt>
<dd>matrix of observations</dd></dl>

Arguments

Threshold selection for bandwidth — an

<dl>

<dt>x</dt>
<dd>matrix of observations</dd>

</dl>

an: Threshold selection for bandwidth

Description

Usage

Value

Arguments