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heavy (version 0.38.19)

Robust Estimation Using Heavy-Tailed Distributions

Description

Functions to perform robust estimation considering heavy-tailed distributions. Currently, the package includes routines for linear regression, linear mixed-effect models, multivariate location and scatter estimation, multivariate regression, penalized splines, random variate generation and some support functions.

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Version

Install

install.packages('heavy')

Monthly Downloads

10

Version

0.38.19

License

GPL (>= 2)

Maintainer

Felipe Osorio

Last Published

February 13th, 2018

Functions in heavy (0.38.19)

heavyPS

Fit a penalized spline under heavy-tailed distributions
rmcnorm

Multivariate Contaminated Normal Random Deviates
rsphere

Generation of Deviates Uniformly Located on a Spherical Surface
tgamma

The right truncated gamma distribution
heavy.control

Set control parameters
ereturns

Excess returns for Martin Marietta and American Can companies
dental

An orthodontic measurement on several children over time
heavy.family

Family objects for heavy-tailed distributions
heavyLm.fit

Fitter functions for linear models under heavy-tailed distributions
heavyLm

(Multivariate) linear regression under heavy-tailed distributions
creatinine

Clinical trial on endogenous creatinine clearance
heavyFit

Estimation of Location and Scatter using multivariate heavy-tailed distributions
cyt

Concha y Toro vineyards
dialyzer

Ultrafiltration measurements for three centres
pgamma.deriv

Derivatives of the regularized incomplete gamma function
rmnorm

Multivariate Normal Random Deviates
rmCauchy

Multivariate Cauchy Random Deviates
heavyLme

Linear mixed-effects models under heavy-tailed distributions
rmslash

Multivariate Slash Random Deviates
housePrices

Hedonic housing-price equation
rmt

Multivariate Student-t Random Deviates
life

Data on per-capita income and life expectancy