mvst (version 1.0.1)

cmlSE: CML for the parameters of a p-variate Skew-Elliptical model.

Description

Complete Maximum Likelihood for the parameters of a p-variate Skew-Elliptical model.

Usage

cmlSE(modelType, y, z=NULL, v=NULL)

Arguments

modelType

character indicating the model. Possible values are "N", "SN", "T", "ST"

y

data matrix.

z

numeric vector.

v

numeric vector.

Value

Given the value of the latent variables z and v, the function returns a vector containing the estimates for the required model.

See Also

mcSE, rmvSE.

Examples

# NOT RUN {
## Generate artificial data
theta = list(xi=c(3,5), psi=c(2,4), G=diag(2), nu=6)
n = 1000
p = 2
X = rmvSE(n, p, 'ST', theta, seed=NULL)
y = X$y
latentVars = list(z=X$z, v=X$v)
## CML estimates for theta.
thetaHat = cmlSE('ST', y, z=X$z, v=X$v)
# }