tnorm_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

tnorm_lcv function

<dl><dt>x</dt>
<dd><code>n</code> by <code>d</code> matrix of observations</dd>
<dt>Omega</dt>
<dd>smoothing positive-definite matrix</dd>
<dt>beta</dt>
<dd>vector of constraints for the half-space</dd></dl>

Arguments

Likelihood cross-validation for truncated normal kernel density estimation — tnorm_lcv

<dl>

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


<dt>Omega</dt>
<dd>smoothing positive-definite matrix</dd>


<dt>beta</dt>
<dd>vector of constraints for the half-space</dd>

</dl>

tnorm_lcv: Likelihood cross-validation for truncated normal kernel density estimation

Description

Usage

Value

Arguments