heavy v0.38.196

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Robust Estimation Using Heavy-Tailed Distributions

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.

Functions in heavy

Name Description
heavyLm.fit Fitter functions for linear models under heavy-tailed distributions
heavyLm (Multivariate) linear regression under heavy-tailed distributions
pgamma.deriv Derivatives of the regularized incomplete gamma function
heavyGrubbs Estimation for the Grubbs' model under heavy-tailed distributions
life Data on per-capita income and life expectancy
heavy.control Set control parameters
ereturns Excess returns for Martin Marietta and American Can companies
housePrices Hedonic housing-price equation
rmcnorm Multivariate Contaminated Normal Random Deviates
rmCauchy Multivariate Cauchy Random Deviates
heavyLme Linear mixed-effects models under heavy-tailed distributions
heavyFit Estimation of Location and Scatter using multivariate heavy-tailed distributions
cyt Concha y Toro vineyards
heavyPS Fit a penalized spline under heavy-tailed distributions
heavy.family Family objects for heavy-tailed distributions
creatinine Clinical trial on endogenous creatinine clearance
thermocouples Precision and accuracy of thermocouples
tgamma The right truncated gamma distribution
rsphere Generation of Deviates Uniformly Located on a Spherical Surface
rmt Multivariate Student-t Random Deviates
rmslash Multivariate Slash Random Deviates
dental An orthodontic measurement on several children over time
rmnorm Multivariate Normal Random Deviates
dialyzer Ultrafiltration measurements for three centres
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License GPL (>= 2)
LazyLoad yes
URL http://heavy.mat.utfsm.cl
NeedsCompilation yes
Packaged 2019-10-18 16:21:04 UTC; root
Repository CRAN
Date/Publication 2019-10-20 07:10:02 UTC
Contributors Felipe Osorio

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