Mean and Covariance Matrix Estimation under Heavy Tails

Python (pip) package for fitting mixtures of Student's t-distributions using either maximum likelihood (EM) or Bayesian methodology (variational mean-field)

A python implementation of the skewed student-t distribution

Record a sample and compute its statistical significance.

Code for reproducing the results in arXiv:2109.01726

An R package for time series modelling with mixture autoregressive and related models.

Simple pyhton package for caluclating random uncertanity of a set of repeted measurments.