Files in dppalomar/fitHeavyTail
Mean and Covariance Matrix Estimation under Heavy Tails
.Rbuildignore
.gitattributes
.gitignore
DESCRIPTION
LICENSE
NAMESPACE
NEWS.md
R/fitHeavyTail-package.R
R/fit_TylerCauchy.R
R/fit_mvst.R
R/fit_mvt.R
R/nu_OPP_estimator.R
R/nu_POP_estimator.R
R/nu_nonparametric_estimation.R
R/plotting.R
README.Rmd
README.html
README.md
R_buildignore/bare-bones.R
R_buildignore/compare_nu_optim_algs.R
R_buildignore/deleted_parts.R
R_buildignore/developer_commands.R
R_buildignore/old tests on nu/estimate_nu_via_Kurtosis melt.Rmd
R_buildignore/old tests on nu/estimate_nu_via_Kurtosis-melt.html
R_buildignore/old tests on nu/estimate_nu_via_Kurtosis.Rmd
R_buildignore/old tests on nu/estimate_nu_via_Kurtosis.html
R_buildignore/old tests on nu/tricks_on_nu-v2.Rmd
R_buildignore/old tests on nu/tricks_on_nu-v2.html
R_buildignore/old tests on nu/tricks_on_nu.Rmd
R_buildignore/old tests on nu/tricks_on_nu.html
R_buildignore/profiling_Rui.R
R_buildignore/speed_checks.R
R_buildignore/test_Daniel.R
R_buildignore/test_Rui.R
cran-comments.md
fitHeavyTail.Rproj
inst/CITATION
man/figures/README-scatter-plots-1.png
man/fitHeavyTail-package.Rd
man/fit_Cauchy.Rd
man/fit_Tyler.Rd
man/fit_mvst.Rd
man/fit_mvt.Rd
man/nu_OPP_estimator.Rd
man/nu_POP_estimator.Rd
papers/(to implement) 5714-robust-portfolio-optimization.pdf
papers/Aas2006 - GH Skew t.pdf
papers/AshurbekovaCarleveForbesAchard2020.pdf
papers/Junyan's note 19-Sept-2017 - ECME.pdf
papers/Lin2010_Article_RobusTMixTureModelingUsingMulT.pdf
papers/LiuRubin1995-ECME.pdf
papers/Liuetal1998.pdf
papers/MeanCovEstim_Matlab.zip
papers/MinskerWei2017 - robust_estimation_heavytails.pdf
papers/OllilaPalomarPascal-ICASSP2020.pdf
papers/OllilaPalomarPascal-TSP2021.pdf
papers/OllilaRaninen2019.pdf
papers/On_approximating_the_modified_Bessel_function_of_t.pdf
papers/PXEM_GH_Skew_t.pdf
papers/PXEM_t_covFactorModel.pdf
papers/Palmer2016 - multivariate GH Skew t.pdf
papers/PascalOllilaPalomar-EUSIPCO2021 (POP estimator of nu).pdf
papers/SunBabuPalomar-TSP2015 - robust estimation mu&R.pdf
papers/SunBabuPalomar_TSP2014 - robust estimation R.pdf
papers/Usseglio-Carleve2018.pdf
papers/ZhouLiuKumarPalomar-LNCS2019.pdf
papers/acceleration-via-alpha.png
papers/covmat-correction-factor.png
papers/difficulty of estimating nu/2290063.pdf
papers/difficulty of estimating nu/FernandezSteel1999 (see Section 5, p. 164).pdf
papers/other packages to compare with/fit.mle.t- Fit a T Distribution via Maximum Likelihood Estimation in christopherggreen:cggmisc- Christopher G Green's Miscellaneous Functions.webloc
papers/tail index estimation - ptsuite_vignette.pdf
papers/weighted_fit_mvt.pdf
tests/testthat.R
tests/testthat/X_mvst.RData
tests/testthat/X_mvt.RData
tests/testthat/fitted_Cauchy_check.RData
tests/testthat/fitted_Tyler_check.RData
tests/testthat/fitted_mvst_check.RData
tests/testthat/fitted_mvt_check.RData
tests/testthat/fitted_mvt_factor_check.RData
tests/testthat/fitted_mvt_fixednu_check.RData
tests/testthat/fitted_mvt_fixednu_kurtosis_check.RData
tests/testthat/fitted_mvt_fixednu_mle_check.RData
tests/testthat/fitted_mvt_wNA_check.RData
tests/testthat/test-fit_Cauchy.R
tests/testthat/test-fit_Tyler.R
tests/testthat/test-fit_mvst.R
tests/testthat/test-fit_mvt.R
vignettes/.gitignore
vignettes/CovarianceEstimationHeavyTail.Rmd
vignettes/CovarianceEstimationHeavyTail.html
vignettes/CovarianceEstimationHeavyTail.html.asis
vignettes/apalike.csl
vignettes/old-versions/CovarianceEstimationHeavyTail_v0.1.1.0.html
vignettes/old-versions/CovarianceEstimationHeavyTail_v0.1.1.1.html
vignettes/old-versions/CovarianceEstimationHeavyTail_v0.1.2.9.html
vignettes/old-versions/CovarianceEstimationHeavyTail_v0.1.2.html
vignettes/old-versions/CovarianceEstimationHeavyTail_v0.1.4.html
vignettes/preamble.tex
vignettes/refs.bib
vignettes/slides-RFinance2023.pdf
vignettes/slides-RFinance2023.pdf.asis
