fitHeavyTail version 0.1.2 (2020-1-7)

• Vignette revised: detailed descriptions of the algorithms included.

• Comparison with additional existing benchmark sn::selm() included in the vignette.

• Now the three fitting functions also return the number of iterations and elapsed cpu_time.

• Significant revision of the fitting function fit_mvt(); in particular:

  • the nu_target for the estimation of nu has been removed since it was not effective;
  • several new options for the initial value of nu or fixed value of nu have been included; and
  • improved and more robust estimation of nu at each EM iteration.

• Function fit_mvt() now allows the choice (via the argument na_rm) to drop the observations with NAs
  or impute them.