mst.fit(sn)
mst.fit()所属R语言包:sn
Fitting multivariate skew-t distributions
配件多变量偏斜t分布
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Fits a multivariate skew-t (MST) distribution to data, or fits a linear regression model with multivariate skew-t errors, using maximum likelihood estimation. The outcome is then displayed in graphical form.
适用于多变量歪斜-T(MST)分布的数据,或符合一元线性回归模型的多变量偏斜-T的错误,用最大似然估计。然后,结果以图形的形式显示。
用法----------Usage----------
mst.fit(X, y, freq, start, fixed.df=NA, plot.it=TRUE, trace=FALSE, ...)
参数----------Arguments----------
参数:y
a matrix or a vector. If y is a matrix, its rows refer to observations, and its columns to components of the multivariate distribution. If y is a vector, it is converted to a one-column matrix, and a scalar skew-t distribution is fitted.
一个矩阵或矢量。如果y是一个矩阵,它的行是指观察,和它的列的多元分布的组件。如果y是一个矢量,它被转换到一个列的矩阵,和一个标量歪斜-t分布嵌合。
参数:X
a matrix of covariate values. If missing, a one-column matrix of 1's is created; otherwise, it must have the same number of rows of y.
矩阵的协变量值。如果缺少,矩阵中1的一列被创建,否则,它必须有相同数量的行y。
参数:freq
a vector of weights. If missing, a vector of 1's is created; otherwise it must have the same number of rows of y.
的权重的矢量。如果缺少,一个向量的1的创建,否则它必须有相同数量的行y。
参数:fixed.df
a scalar value containing the degrees of freedom (df), if these must be taken as fixed, or NA (default value) if df is a parameter to be estimated.
一个标量值,其中包含的程度的自由度(df),如果这些必须采取df是为固定的,或NA(缺省值),如果要估计参数。