Mean and Covariance Matrix Estimation under Heavy Tails

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Documentation for package ‘fitHeavyTail’ version 0.1.4

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

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