Displaying 1 result from an estimated 1 matches for "sigmatheldaplus".
2010 Sep 21
2
Need help for EM algorithm ASAP !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!
I created a EM algorithm for Generalized hyperbolic distribution.
I want to estimate mutheldaplus, sigmatheldaplus, betasigmaplus in my code.
After getting use these value , then my iteration have to be begin of this code.
But I can not to do iteration part.
Can you help me use my code and get iteration ?
Do know any useful code for EM algorithm for Generalized Hyperbolic
library(QRMlib)
library(ghyp)
####...