Robust Estimation of the Generalized Loggamma Model: The R Package robustloggamma

robustloggamma is an R package for robust estimation and inference in the generalized loggamma model. We briefly introduce the model, the estimation procedures and the computational algorithms. Then, we illustrate the use of the package with the help of a real data set.

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Bibliographic Details
Published in:Journal of statistical software 2016-05, Vol.70 (7), p.1-21
Main Authors: Agostinelli, Claudio, Marazzi, Alfio, Yohai, Víctor J., Randriamiharisoa, Alex
Format: Article
Language:English
Subjects:
generalized loggamma model
robust estimators
robustloggamma
tau estimator
weighted likelihood
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Description
Summary:robustloggamma is an R package for robust estimation and inference in the generalized loggamma model. We briefly introduce the model, the estimation procedures and the computational algorithms. Then, we illustrate the use of the package with the help of a real data set.
ISSN:1548-7660
1548-7660
DOI:10.18637/jss.v070.i07