| Name : R-fitHeavyTail
| |
| Version : 0.2.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.3.2
| Date : 2024-06-14 11:21:15
|
| Group : Development/Libraries/Other
| Source RPM : R-fitHeavyTail-0.2.0-lp153.3.2.src.rpm
|
| Size : 1.27 MB
| |
| Packager : (none)
| |
| Summary : Mean and Covariance Matrix Estimation under Heavy Tails
|
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).
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
