{ "_id": "6a1014faacfb0bcc41c83df6", "Package": "fitHeavyTail", "Title": "Mean and Covariance Matrix Estimation under Heavy Tails", "Version": "0.2.0.9000", "Date": "2023-5-1", "Description": "Robust estimation methods for the mean vector, scatter\nmatrix, and covariance matrix (if it exists) from data\n(possibly containing NAs) under multivariate heavy-tailed\ndistributions such as angular Gaussian (via Tyler's method),\nCauchy, and Student's t distributions. Additionally, a factor\nmodel structure can be specified for the covariance matrix. The\nlatest revision also includes the multivariate skewed t\ndistribution. The package is based on the papers: Sun, Babu,\nand Palomar (2014); Sun, Babu, and Palomar (2015); Liu and\nRubin (1995); Zhou, Liu, Kumar, and Palomar (2019); Pascal,\nOllila, and Palomar (2021).", "Authors@R": "c(\nperson(c(\"Daniel\", \"P.\"), \"Palomar\", role = c(\"cre\", \"aut\"), email = \"daniel.p.palomar@gmail.com\"),\nperson(\"Rui\", \"Zhou\", role = \"aut\", email = \"rzhouae@connect.ust.hk\"),\nperson(\"Xiwen\", \"Wang\", role = \"aut\", email = \"xwangew@connect.ust.hk\"),\nperson(\"Frédéric\", \"Pascal\", role = \"ctb\", email = \"frederic.pascal@centralesupelec.fr\"),\nperson(\"Esa\", \"Ollila\", role = \"ctb\", email = \"esa.ollila@aalto.fi\")\n)", "Maintainer": "Daniel P. Palomar ", "URL": "https://CRAN.R-project.org/package=fitHeavyTail,\nhttps://github.com/convexfi/fitHeavyTail,\nhttps://www.danielppalomar.com, https://doi.org/10.1\n109/TSP.2014.2348944, https://doi.org/10.1109/TSP.2015.2417513,\nhttps://doi.org/10.23919/EUSIPCO54536.2021.9616162", "BugReports": "https://github.com/convexfi/fitHeavyTail/issues", "License": "GPL-3", "Encoding": "UTF-8", "RoxygenNote": "7.2.1", "VignetteBuilder": "knitr, rmarkdown, R.rsp", "Config/pak/sysreqs": "make", "Repository": "https://convexfi.r-universe.dev", "Date/Publication": "2023-05-24 08:06:22 UTC", "RemoteUrl": "https://github.com/convexfi/fitheavytail", "RemoteRef": "HEAD", "RemoteSha": "f0d576e60d494ff380145b5f8e30538321ce40c8", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-14 09:33:32 UTC", "User": "root" }, "Author": "Daniel P. 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