fit_mig {mig}R Documentation

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 β\boldsymbol{\beta} defining the half-space through βξ>0\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 a\boldsymbol{a}

Value

a list with components:


[Package mig version 1.0 Index]