This repository is to share codes used in our paper titled “An Overview of Heavy-Tail Extensions of Multivariate Gaussian Distribution and Their Relations”, published in Journal of Applied Statistics.
Two R scripts (with “.R” extension) are given here, each of which is to
reproduce each subsection in Section 4. First, in code_sec_4.1.R, we
illustrate visual differences of the heavy-tail extensions by bivariate
scatter plots. Next, in code_sec_4.2.R, we analyze different scatter
matrix estimators based on the microarray data. More details can be
found in our manuscript.
We are happy to troubleshoot any issue with the package;
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please contact to the maintainer by seongohpark6@gmail.com, or
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please open an issue in the github repository.
GPL 3.0