[R] Multivariate t - parameter estimation

Ian Jonsen jonsen at mathstat.dal.ca
Fri Nov 26 16:08:31 CET 2004


Hi There,

I would like to estimate the parameters of a multi-variate 
t-distribution from a series of bivariate data. Can anyone suggest how 
this might be done in R? I typically use nlm() for fitting univariate 
distributions.

Thanks,

Ian

-- 
Ian Jonsen, Postdoctoral Fellow

Biology Dept., Dalhousie University, Halifax, NS CANADA B2H 4J1
office: 804 LSC
voice:  +1 902 494 3910
fax:    +1 902 494 3736
email:  jonsen at mathstat.dal.ca




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