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.


Reference manual

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0.38.196 by Felipe Osorio, 2 years ago

Browse source code at

Authors: Felipe Osorio

Documentation:   PDF Manual  

GPL (>= 2) license

Suggested by L1pack, MVT.

See at CRAN