API for fitHeavyTail
Mean and Covariance Matrix Estimation under Heavy Tails
| Global functions | |
|---|---|
| .onLoad | Source code |
| Estep | Source code |
| Estep_mvst | Source code |
| Gmedian_of_means | Source code |
| besselK_ratio | Source code |
| compute_kappa_from_marginals | Source code |
| dmvst | Source code |
| dmvst_orig | Source code |
| dmvt_withNA | Source code |
| excess_kurtosis_unbiased | Source code |
| fitHeavyTail-package | Man page |
| fit_Cauchy | Man page Source code |
| fit_Tyler | Man page Source code |
| fit_mvst | Man page Source code |
| fit_mvt | Man page Source code |
| fnu | Source code |
| gamma_S_psi1 | Source code |
| gmean | Source code |
| indexRowOfMatrix | Source code |
| inv | Source code |
| log_besselK | Source code |
| nu_Hill_estimator | Source code |
| nu_OPP_estimator | Man page Source code |
| nu_POP_estimator | Man page Source code |
| nu_Pareto_tail_index | Source code |
| nu_from_all_cumulants | Source code |
| nu_from_average_marginal_kurtosis | Source code |
| nu_from_cross_cumulants | Source code |
| nu_mle | Source code |
| optB | Source code |
| plot_convergence | Source code |
| recover_scaled_scatter_and_nu | Source code |
| sampleSkewness | Source code |
| scaling_fitting_ka_with_b | Source code |
