fit_mig {mig}

Fit multivariate inverse Gaussian distribution

Description

Fit multivariate inverse Gaussian distribution

Usage

fit_mig(x, beta, method = c("mle", "mom"), shift)

Arguments

x

n by d matrix of quantiles

beta

d vector \boldsymbol{\beta} defining the half-space through \boldsymbol{\beta}^{\top}\boldsymbol{\xi}>0

method

string, one of mle for maximum likelihood estimation, or mom for method of moments.

shift

d translation for the half-space \boldsymbol{a}

Value

a list with components:

• xi: estimate of the expectation or location vector

• Omega: estimate of the scale matrix