fit.norm {QRMlib}R Documentation

Fit Multivariate Normal

Description

fits multivariate (or univariate) normal by maximum likelihood

Usage

fit.norm(data)

Arguments

data matrix of data where each row is a vector observation

Value

list containing MLEs and value of likelihood at maximum

See Also

dmnorm

Examples

data <- rmnorm(1000,rho=0.7,d=3); 
fit.norm(data); 

[Package QRMlib version 1.4.4 Index]