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MLE of the parameters of a multivariate t distribution.
multivt(y, plot = FALSE)
A matrix with continuous data.
If plot is TRUE the value of the maximum log-likelihood as a function of the degres of freedom is presented.
A list including:
The location estimate.
The scatter matrix estimate.
The estimated degrees of freedom.
The log-likelihood value.
The classical mean vector.
The classical covariance matrix.
The parameters of a multivariate t distribution are estimated. This is used by the functions comp.den and bivt.contour.
comp.den
bivt.contour
Nadarajah, S. and Kotz, S. (2008). Estimation methods for the multivariate t distribution. Acta Applicandae Mathematicae, 102(1):99-118.
bivt.contour, comp.den, rmvt
# NOT RUN { x <- as.matrix(iris[, 1:4]) multivt(x) # }
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