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TLIC (version 0.4)

The LIC for T Distribution Regression Analysis

Description

This comprehensive toolkit for T-distributed regression is designated as "TLIC" (The LIC for T Distribution Regression Analysis) analysis. It is predicated on the assumption that the error term adheres to a T-distribution. The philosophy of the package is described in Guo G. (2020) .

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Version

Install

install.packages('TLIC')

Monthly Downloads

86

Version

0.4

License

MIT + file LICENSE

Maintainer

Guangbao Guo

Last Published

February 12th, 2025

Functions in TLIC (0.4)

beta_AD

Caculate the estimators of beta on the A-opt and D-opt
TLIC

TLIC function based on LIC with T-distributed errors
terr

terr function is used to generate a dataset where the error term follows a T-distribution
LICnew

Calculate the LIC estimator based on A-optimal and D-optimal criterion
beta_cor

Caculate the estimator of beta on the COR