[R] estimating degrees of freedom
gabrielle.kelly@ucd.ie
gabrielle.kelly at ucd.ie
Tue Jun 6 17:14:49 CEST 2000
In response to Prof. Ripley yes I am estimating the degrees of
freedom by maximum likelihood using the nlm from Jim Lindsey's
library. I am simulating data other than normal as well so I wanted
an estimation technique that 'worked' for everything. I'm not familiar
enough with the base code to know at what point the pt function
switches to normal. I realise of course some estimate has then to
be returned for the mle.
Thanks also for the other responses.
Gabrielle Kelly
NUI Dublin
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