R: Mean and Covariance Matrix Estimation under Heavy Tails

# Mean and Covariance Matrix Estimation under Heavy Tails

## Documentation for package ‘fitHeavyTail’ version 0.2.0

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

fitHeavyTail-package | fitHeavyTail: Mean and Covariance Matrix Estimation under Heavy Tails
fit_Cauchy | Estimate parameters of a multivariate elliptical distribution to fit data under a Cauchy distribution
fit_mvst | Estimate parameters of a multivariate (generalized hyperbolic) skewed t distribution to fit data
fit_mvt | Estimate parameters of a multivariate Student's t distribution to fit data
fit_Tyler | Estimate parameters of a multivariate elliptical distribution to fit data via Tyler's method
nu_OPP_estimator | Estimate the degrees of freedom of a heavy-tailed t distribution based on the OPP estimator
nu_POP_estimator | Estimate the degrees of freedom of a heavy-tailed t distribution based on the POP estimator