heavy.family: Family objects for heavy-tailed distributions

In heavy: Robust Estimation Using Heavy-Tailed Distributions

Description

Provide a convenient way to specify the details of the models used by the fitter functions. (i.e., heavyFit, heavyGrubbs, heavyLm, heavyLme and heavyPS functions).

Usage

normal()
Cauchy()
Student(df = 4)
slash(df = 2)
contaminated(epsilon = 0.05, vif = 0.25)

Arguments

df	degrees of freedom for Student-t and slash distributions.
epsilon, vif	percentage of outliers contamination and variance inflation factor.

Details

heavy.family is a generic function to create information about the selected heavy-tailed distribution which is passed to the estimation algorithm.

See Also

heavyFit, heavyGrubbs, heavyLm, heavyLme, heavyPS

Examples

CauchyFmly <- Student(df = 1)
CauchyFmly

Example output

 Family: Student(df = 1) 

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