heavy: Robust Estimation Using Heavy-Tailed Distributions

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Functions to perform robust estimation considering heavy-tailed distributions. Currently, the package includes linear regression, linear mixed-effect models, multivariate location and scatter estimation, multivariate regression, penalized splines and random variate generation.

Author
Felipe Osorio
Date of publication
2016-07-07 16:02:12
Maintainer
Felipe Osorio <felipe.osorio@ucv.cl>
License
GPL (>= 2)
Version
0.38
URLs

View on CRAN

Man pages

creatinine
Clinical trial on endogenous creatinine clearance
cyt
Concha y Toro vineyards
dental
An orthodontic measurement on several children over time
dialyzer
Ultrafiltration measurements for three centres
ereturns
Excess returns for Martin Marietta and American Can companies
heavy.control
Set control parameters
heavy.family
Family objects for heavy-tailed distributions
heavyFit
Estimation of Location and Scatter using multivariate...
heavyLm
(Multivariate) linear regression under heavy-tailed...
heavyLme
Linear mixed-effects models under heavy-tailed distributions
heavyLm.fit
Fitter functions for linear models under heavy-tailed...
heavyPS
Fit a penalized spline under heavy-tailed distributions
housePrices
Hedonic housing-price equation
life
Data on per-capita income and life expectancy
rmCauchy
Multivariate Cauchy Random Deviates
rmcnorm
Multivariate Contaminated Normal Random Deviates
rmnorm
Multivariate Normal Random Deviates
rmslash
Multivariate Slash Random Deviates
rmt
Multivariate Student-t Random Deviates
rsphere
Generation of Deviates Uniformly Located on a Spherical...

Files in this package

heavy
heavy/inst
heavy/inst/CITATION
heavy/src
heavy/src/matrix.c
heavy/src/Makevars
heavy/src/family.h
heavy/src/specfun.c
heavy/src/lm_fit.h
heavy/src/family.c
heavy/src/lme_fit.c
heavy/src/base.h
heavy/src/random.h
heavy/src/random.c
heavy/src/mlm_fit.c
heavy/src/lm_fit.c
heavy/src/optim.c
heavy/src/optim.h
heavy/src/ps_fit.h
heavy/src/ps_fit.c
heavy/src/lme_fit.h
heavy/src/mv_fit.c
heavy/src/mv_fit.h
heavy/src/specfun.h
heavy/src/init.c
heavy/src/matrix.h
heavy/NAMESPACE
heavy/data
heavy/data/creatinine.rda
heavy/data/life.rda
heavy/data/cyt.rda
heavy/data/dental.rda
heavy/data/dialyzer.rda
heavy/data/ereturns.rda
heavy/data/housePrices.rda
heavy/R
heavy/R/random.R
heavy/R/ps.R
heavy/R/family.R
heavy/R/control.R
heavy/R/lm.R
heavy/R/heavyFit.R
heavy/R/lme.R
heavy/MD5
heavy/DESCRIPTION
heavy/ChangeLog
heavy/man
heavy/man/dialyzer.Rd
heavy/man/heavyFit.Rd
heavy/man/heavyPS.Rd
heavy/man/rmcnorm.Rd
heavy/man/life.Rd
heavy/man/rmCauchy.Rd
heavy/man/rmslash.Rd
heavy/man/rmnorm.Rd
heavy/man/housePrices.Rd
heavy/man/heavy.control.Rd
heavy/man/heavy.family.Rd
heavy/man/heavyLme.Rd
heavy/man/heavyLm.Rd
heavy/man/rmt.Rd
heavy/man/heavyLm.fit.Rd
heavy/man/ereturns.Rd
heavy/man/dental.Rd
heavy/man/cyt.Rd
heavy/man/creatinine.Rd
heavy/man/rsphere.Rd