Package: fitHeavyTail
Title: Mean and Covariance Matrix Estimation under Heavy Tails
Version: 0.2.0
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/10.1109/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
NeedsCompilation: no
Packaged: 2023-05-01 09:03:39 UTC; palomar
Author: Daniel P. Palomar [cre, aut],
  Rui Zhou [aut],
  Xiwen Wang [aut],
  Frédéric Pascal [ctb],
  Esa Ollila [ctb]
Repository: CRAN
Date/Publication: 2023-05-01 14:20:05 UTC
Built: R 4.6.0; ; 2026-04-26 13:05:04 UTC; unix
