Changes in version 0.2.0 (2023-05-01) - New methods OPP and POP for the estimation of nu: nu_OPP_estimator() and nu_POP_estimator(). - Function fit_mvt() updated using POP as default method for nu. - Vignette updated. - Functions fit_Tyler() and fit_Cauchy() now recover the missing scaling factor with the improved OPP-harmonic method. - New contributors added for OPP and POP methods: Frederic Pascal and Esa Ollila. Changes in version 0.1.4 (2022-05-11) - No changes. Just that CRAN required to resubmit due to some issue with package ghyp. Changes in version 0.1.3 (2022-04-16) - New method for skewed t distributions: fit_mvst() - New contributor added for fit_mvst(): Xiwen Wang. - fit_mvt() and fit_mvst(): Now the bounds for nu estimation can be set as a global option, e.g.: options(nu_min = 4.2). - Fixed description regarding covariance matrix for Cauchy distribution. - fit_mvt(): It accepts weights as argument to weight differently the samples (as opposed to uniform weights). - fit_mvt(): Many more methods to estimate nu iteratively (via argument nu_iterative_method). - fit_mvt(): New argument scale_covmat to include a correction factor in the covariance matrix for minimum MSE (still in development). Changes in version 0.1.2 (2020-01-07) - Vignette revised: detailed descriptions of the algorithms included. - Comparison with additional existing benchmark sn::selm() included in the vignette. - Now the three fitting functions also return the number of iterations and elapsed cpu_time. - Significant revision of the fitting function fit_mvt(); in particular: - the nu_target for the estimation of nu has been removed since it was not effective; - several new options for the initial value of nu or fixed value of nu have been included; and - improved and more robust estimation of nu at each EM iteration. - Function fit_mvt() now allows the choice (via the argument na_rm) to drop the observations with NAs or impute them. Changes in version 0.1.1 (2019-11-22) - Initial release is on CRAN. - It includes three functions for heavy tails fitting: fit_mvt(), fit_Tyler(), and fit_Cauchy(). - Vignette illustrates its use and comparison with existing packages. - Tests are included. - fit_mvt() can deal with NAs and a factor model structure on the covariance matrix. Changes in version 0.1.0 - Initial bare-bone implementation (not publicly released).