mig_lcv

Likelihood cross-validation criterion function.

internal

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

mig_lcv function

<dl><dt>x</dt>
<dd><code>n</code> by <code>d</code> matrix of observations</dd>
<dt>Omega</dt>
<dd><code>d</code> by <code>d</code> positive definite scale matrix \(\boldsymbol{\Omega}\)</dd>
<dt>beta</dt>
<dd><code>d</code> vector \(\boldsymbol{\beta}\) defining the half-space through \(\boldsymbol{\beta}^{\top}\boldsymbol{\xi}&gt;0\)</dd></dl>

Arguments

Likelihood cross-validation for MIG density estimation — mig_lcv

<dl>

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


<dt>Omega</dt>
<dd><code>d</code> by <code>d</code> positive definite scale matrix \(\boldsymbol{\Omega}\)</dd>


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

</dl>

mig_lcv: Likelihood cross-validation for MIG density estimation

Description

Usage

Value

Arguments