How do I fit the parameters of a t-distribution, i.e. the parameters corresponding to the 'mean' and 'standard deviation' of a normal distribution. I assume they are called 'mean' and 'scaling/degrees of freedom' for a t-distribution?
The following code often results in 'optimization failed' errors.
library(MASS) fitdistr(x, "t")
Do I have to scale x first or convert into probabilities? How best to do that?