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fitHeavyTail version 0.2.0 (2023-5-1)

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@dppalomar dppalomar released this 02 May 00:37
· 3 commits to master since this release
  • New methods OPP and POP for the estimation of nu: nu_OPP_estimator() and nu_POP_estimator().

  • Function fit_mvt() updated using POP as default method for nu.

  • Vignette updated.

  • Functions fit_Tyler() and fit_Cauchy() now recover the missing scaling factor with the improved OPP-harmonic method.

  • New contributors added for OPP and POP methods: Frederic Pascal and Esa Ollila.