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, multivariate location and scatter estimation, multivariate regression, penalized splines, random variate generation and some support functions.


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install.packages("heavy")

0.38.19 by Felipe Osorio, 2 years ago


http://heavy.mat.utfsm.cl


Browse source code at https://github.com/cran/heavy


Authors: Felipe Osorio


Documentation:   PDF Manual  


GPL (>= 2) license



Suggested by L1pack, MVT.


See at CRAN