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
        matrix, and covariance matrix (if it exists) from data
        (possibly containing NAs) under multivariate heavy-tailed
        distributions such as angular Gaussian (via Tyler's method),
        Cauchy, and Student's t distributions. Additionally, a factor
        model structure can be specified for the covariance matrix. The
        latest revision also includes the multivariate skewed t
        distribution. The package is based on the papers: Sun, Babu,
        and Palomar (2014); Sun, Babu, and Palomar (2015); Liu and
        Rubin (1995); Zhou, Liu, Kumar, and Palomar (2019); Pascal,
        Ollila, and Palomar (2021).
Authors@R: c(
  person(c("Daniel", "P."), "Palomar", role = c("cre", "aut"), email = "daniel.p.palomar@gmail.com"),
  person("Rui", "Zhou", role =  "aut", email = "rzhouae@connect.ust.hk"),
  person("Xiwen", "Wang", role =  "aut", email = "xwangew@connect.ust.hk"),
  person("Frédéric", "Pascal", role =  "ctb", email = "frederic.pascal@centralesupelec.fr"),
  person("Esa", "Ollila", role =  "ctb", email = "esa.ollila@aalto.fi")
  )
Maintainer: Daniel P. Palomar <daniel.p.palomar@gmail.com>
URL: https://CRAN.R-project.org/package=fitHeavyTail,
        https://github.com/convexfi/fitHeavyTail,
        https://www.danielppalomar.com, https://doi.org/10.1
        109/TSP.2014.2348944, https://doi.org/10.1109/TSP.2015.2417513,
        https://doi.org/10.23919/EUSIPCO54536.2021.9616162
BugReports: https://github.com/convexfi/fitHeavyTail/issues
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.2.1
Depends:
Imports: ICSNP, mvtnorm, ghyp, numDeriv, stats
Suggests: ggplot2, reshape2, knitr, rmarkdown, R.rsp, testthat
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: 2026-06-13 06:18:36 UTC; root
Author: Daniel P. Palomar [cre, aut],
  Rui Zhou [aut],
  Xiwen Wang [aut],
  Frédéric Pascal [ctb],
  Esa Ollila [ctb]