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2010 Jun 17
1
simulating data from a multivariate dist
...# Multivariate case: aic.mv <- stepAIC.ghyp(indices, dist = c("ghyp", "hyp", "t", "gauss"), symmetric = NULL, control = list(maxit = 500), silent = TRUE, nit = 500) summary(aic.mv$best.model) It fits asymmetic student-t dist. to the data 'indices'. Now, I want to simulate data from this best fitted distribution. I use simulate(aic.mv$best.model). But, it is not working. Can you give me the funtion/code to simulate data from this best fitted distribution. Thanks & Regards, Suman Dhara [...