Consider the following MWE, where I try to pass starting values to FindDistributionParameters[]:
?=0.1;
n=2;
data=RandomVariate[MultivariateTDistribution[{0,0},{{1,?},{?,1}},10],100];
empty?[n_] := Table[Subscript[?f, i], {i, 1, n}];
empty?[n_] :=
Table[Subscript[?f^(1 + KroneckerDelta[i, j]),
Sort[{i, j}]], {i, 1, n}, {j, 1, n}];
fit = FindDistributionParameters[data,
MultivariateTDistribution[empty?[n],
empty?[n], ?]]; (*THIS WORKS*)
I tried to add starting values to FindDistributionParameters[] as:
p = Flatten[{empty?[n], empty?[n], ?}]
p0 = Flatten[{Mean[data], Covariance[data], 5}]
start1 = {p, p0}\[Transpose]
start2 = Rule @@@ %
start3 = {empty?[n] -> Mean[data], empty?[n] -> Covariance[data] , ? -> 5}
fit = FindDistributionParameters[data,
MultivariateTDistribution[empty?[n],
empty?[n], ?], start1(*start2, start3*)]; (*THIS DOESN'T WORK*)
However, nothing works.
Also, is it possible to pass only starting values for one of the required parameters, e.g. start4 = {{?, 5}}?