Fitheavytail r package
WebApr 20, 2024 · 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 … WebApr 7, 2024 · Robust estimation methods for the mean vector and covariance matrix from data (possibly containing NAs) under multivariate heavy-tailed distributions such as angular Gaussian (via Tyler's method), Cauchy, and Student's t. Additionally, a factor model structure can be specified for the covariance matrix. The package is based on the …
Fitheavytail r package
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WebJul 23, 2024 · This vignette illustrates the usage of the package fitHeavyTail to estimate the mean vector and covariance matrix of heavy-tailed multivariate distributions such as the angular Gaussian, Cauchy, or Student’s \(t\) distribution. The results are compared against existing benchmark functions from different packages. WebDetails. This function estimates the parameters of a (generalized hyperbolic) multivariate Student's t distribution (mu, scatter, gamma and nu) to fit the data via the expectation-maximization (EM) algorithm.Value. A list containing (possibly) the following elements:
WebfitHeavyTail. Robust estimation methods for the mean vector and covariance matrix from data (possibly containing NAs) under multivariate heavy-tailed distributions such as angular Gaussian, Cauchy, and Student's t.Additionally, a factor model structure can be specified for the covariance matrix. WebSep 5, 2024 · fitHeavyTail: Mean and Covariance Matrix Estimation under Heavy Tails. ... Additionally, a factor model structure can be specified for the covariance matrix. The …
WebNov 2, 2024 · RSP is ideal for self-contained scientific reports and R package vignettes. It's easy to use - if you know how to write an R script, you'll be up and running within minutes. R.rsp: Dynamic Generation of Scientific Reports. The RSP markup language makes any text-based document come alive. RSP provides a powerful markup for controlling the ... WebTools for multivariate nonparametrics, as location tests based on marginal ranks, spatial median and spatial signs computation, Hotelling's T-test, estimates of shape are implemented.
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WebEstimate parameters of a multivariate elliptical distribution to fit data via Tyler's method Description. Estimate parameters of a multivariate elliptical distribution, namely, the … flip knife stained ftWebEstimate parameters of a multivariate elliptical distribution to fit data via Tyler's method Description. Estimate parameters of a multivariate elliptical distribution, namely, the mean vector and the covariance matrix, to fit data. greatest first lines in booksWeb:exclamation: This is a read-only mirror of the CRAN R package repository. fitHeavyTail — Mean and Covariance Matrix Estimation under Heavy Tails. Homepage: https ... greatest first time singing auditions everWebApr 9, 2024 · R package for Flexibly Reshape Data. reshape2 Flexibly Reshape Data. Installation. install.packages('reshape2') About. Flexibly restructure and aggregate data using just two functions: melt and 'dcast' (or 'acast'). ... fitHeavyTail flowr frequencyConnectedness funData Load all 199 items (warning: might lead to … greatest flame lyricsWebfitHeavyTail. Robust estimation methods for the mean vector and covariance matrix from data (possibly containing NAs) under multivariate heavy-tailed distributions such as angular Gaussian, Cauchy, and Student's t.Additionally, a factor model structure can be specified for the covariance matrix. greatest fisherman of all timeWebApr 20, 2024 · All 3 R 2 C 1. dppalomar / fitHeavyTail Sponsor. Star 14. Code Issues Pull requests Mean and Covariance Matrix Estimation under Heavy Tails ... cran r statistics r-package normalization gaussianize normal-distribution skewed-data heavy-tailed heavy-tailed-distributions leptokurtosis gaussianize-data flip knife stained fnWebAug 13, 2024 · fitHeavyTail-package fitHeavyTail: Mean and Covariance Matrix Estimation under Heavy Tails Description Robust estimation methods for the mean … flip labyrint