R package fitHeavyTail updated in CRAN
R package fitHeavyTail for mean and covariance matrix estimation under heavy tails. Now it can fit skewed distributions as well! Xiwen has now become a co-author of the package.
R package fitHeavyTail for mean and covariance matrix estimation under heavy tails. Now it can fit skewed distributions as well! Xiwen has now become a co-author of the package.