heavy: 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.

Getting started

Package details

AuthorFelipe Osorio
MaintainerFelipe Osorio <felipe.osorios@usm.cl>
LicenseGPL (>= 2)
Version0.38.196
URL http://heavy.mat.utfsm.cl
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("heavy")

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heavy documentation built on Oct. 30, 2019, 9:48 a.m.