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heavy (version 0.38.196)

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, Grubbs' model, 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

48

Version

0.38.196

License

GPL (>= 2)

Maintainer

Felipe Osorio

Last Published

October 20th, 2019

Functions in heavy (0.38.196)

Fitter functions for linear models under heavy-tailed distributions

(Multivariate) linear regression under heavy-tailed distributions

Derivatives of the regularized incomplete gamma function

Estimation for the Grubbs' model under heavy-tailed distributions

Data on per-capita income and life expectancy

Set control parameters

Excess returns for Martin Marietta and American Can companies

Hedonic housing-price equation

Multivariate Contaminated Normal Random Deviates

Multivariate Cauchy Random Deviates

Linear mixed-effects models under heavy-tailed distributions

Estimation of Location and Scatter using multivariate heavy-tailed distributions

Concha y Toro vineyards

Fit a penalized spline under heavy-tailed distributions

Family objects for heavy-tailed distributions

Clinical trial on endogenous creatinine clearance

Precision and accuracy of thermocouples

The right truncated gamma distribution

Generation of Deviates Uniformly Located on a Spherical Surface

Multivariate Student-t Random Deviates

Multivariate Slash Random Deviates

An orthodontic measurement on several children over time

Multivariate Normal Random Deviates

Ultrafiltration measurements for three centres