mleIGt {ig}R Documentation

Maximum Likelihood Estimators (MLE) of the parameters of the inverse Gaussian type distribution generated from the t kernel

Description

Compute the MLE of the parameters of the inverse Gaussian type distribution generated from the t kernel.

Usage

mleIGt(x, nu.fixed = 2)

Arguments

x Vector of observations.
nu.fixed Parameter of the IGTD when the t kernel is used.

Author(s)

Víctor Leiva <victor.leiva@uv.cl>, Hugo Hernández <hugo.hernandez@msn.com>, and Antonio Sanhueza <asanhue@ufro.cl>.

References

Sanhueza, A., Leiva, V. and Balakrishnan, N. (2007). A new class of inverse Gaussian type distributions. Metrika (in press).


[Package ig version 1.0 Index]