fit_mig

Fit multivariate inverse Gaussian distribution

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

fit_mig function

<dl><dt>x</dt>
<dd><code>n</code> by <code>d</code> matrix of quantiles</dd>
<dt>beta</dt>
<dd><code>d</code> vector \(\boldsymbol{\beta}\) defining the half-space through \(\boldsymbol{\beta}^{\top}\boldsymbol{\xi}&gt;0\)</dd>
<dt>method</dt>
<dd>string, one of <code>mle</code> for maximum likelihood estimation, or <code>mom</code> for method of moments.</dd>
<dt>shift</dt>
<dd><code>d</code> translation for the half-space \(\boldsymbol{a}\)</dd></dl>

Arguments

Fit multivariate inverse Gaussian distribution — fit_mig

<dl>

<dt>x</dt>
<dd><code>n</code> by <code>d</code> matrix of quantiles</dd>


<dt>beta</dt>
<dd><code>d</code> vector \(\boldsymbol{\beta}\) defining the half-space through \(\boldsymbol{\beta}^{\top}\boldsymbol{\xi}&gt;0\)</dd>


<dt>method</dt>
<dd>string, one of <code>mle</code> for maximum likelihood estimation, or <code>mom</code> for method of moments.</dd>


<dt>shift</dt>
<dd><code>d</code> translation for the half-space \(\boldsymbol{a}\)</dd>

</dl>

fit_mig: Fit multivariate inverse Gaussian distribution

Description

Usage

Value

Arguments