Converts an mle object to its asymptotic
normal or mvn
distribution. The MLE must have a variance-covariance matrix available.
Usage
# S3 method for class 'mle'
as_dist(x, ...)
Arguments
- x
An mle object.
- ...
Additional arguments (not used).
Value
A normal (univariate) or mvn (multivariate) distribution.
Examples
fit <- mle(theta.hat = c(mu = 5), sigma = matrix(0.25))
d <- as_dist(fit)
mean(d) # 5
#> [1] 5
vcov(d) # 0.25
#> [1] 0.25
fit2 <- mle(theta.hat = c(a = 1, b = 2), sigma = diag(c(0.1, 0.2)))
d2 <- as_dist(fit2)
mean(d2) # c(1, 2)
#> [1] 1 2