mle_truncgauss {mig}R Documentation

Maximum likelihood estimation of truncated Gaussian on half space

Description

Given a data matrix and a vector of linear constraints for the half-space, we compute the maximum likelihood estimator of the location and scale matrix

Usage

mle_truncgauss(xdat, beta)

Arguments

xdat

matrix of observations

beta

vector of constraints defining the half-space

Value

a list with location vector loc and scale matrix scale


[Package mig version 2.0 Index]