robustloggamma: Robust Estimation of the Generalized log Gamma Model

Robust estimation of the generalized log gamma model is provided using Quantile Tau estimator, Weighted Likelihood estimator and Truncated Maximum Likelihood estimator. Functions for regression and censored data are also available.

Install the latest version of this package by entering the following in R:
install.packages("robustloggamma")
AuthorClaudio Agostinelli <claudio.agostinelli@unitn.it>, Alfio Marazzi <Alfio.Marazzi@chuv.ch>, Victor Yohai <vyohai@uolsinectis.com.ar> and Alex Randriamiharisoa <Alex.Randriamiharisoa@chuv.ch>
Date of publication2016-05-17 00:48:06
MaintainerClaudio Agostinelli <claudio.agostinelli@unitn.it>
LicenseGPL (>= 2)
Version1.0-2

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Files

inst
inst/COPYRIGHT
inst/CITATION
tests
tests/QTau-savedvalues.R tests/loggammarob.QTau.R tests/oneWLregemp-savedvalues.R tests/loggammarob.WQTau.R tests/loggammacenslmrob.MM.R tests/loggammacenslmrob.S.R tests/oneWL-savedvalues.R tests/WL-savedvalues.R tests/oneWLemp-savedvalues.R tests/loggammacensrob.oneWL.R tests/MLcens-savedvalues.R tests/loggammacensrob.TQTatu.R tests/loggammacenslmrob.ML.R tests/WQTau-savedvalues.R tests/loggammarob.WL.R tests/loggammacensrob.ML.R tests/oneWLexp-savedvalues.R tests/MMnpcensreg-savedvalues.R tests/Snpcensreg-savedvalues.R tests/oneTMLemp-savedvalues.R tests/MLcensreg-savedvalues.R tests/loggammacensrob.oneTML.R tests/sumWL-savedvalues.R tests/TWQ-savedvalues.R tests/sumoneWL-savedvalues.R tests/TWQTau-savedvalues.R tests/loggammacensrob.TWQTatu.R tests/loggammarob.oneWL.R tests/oneTMLregemp-savedvalues.R tests/loggammacenslmrob.oneWL.R tests/TQTau-savedvalues.R tests/loggammacenslmrob.oneTML.R
src
src/FnsemiGLG.f
src/random.c
src/SPsiKM.f
src/QnsemiGLG.f
src/ploggamma.f
src/regtau.f
src/wrapper.c
NAMESPACE
data
data/alcoa.rda
data/sqrtloggamma.rda
data/drg2000.rda
R
R/RegtauW.f.R R/loggammacenslmrob.MM.R R/mle.gamma.R R/loggammacenslmrob.S.R R/to.double.R R/QnsemiGLG.R R/MLfunctions.R R/ScoresAndDerivatives.R R/BiWeights.R R/loggammacensrob.oneWL.R R/ScoreAndDerivativesCensored.R R/rimtrf.R R/to.integer.R R/loggammacenslmrob.TWQTau.R R/Regfal.R R/to.single.R R/loggammacensrob.TQTau.R R/loggammacenslmrob.ML.R R/WLfunctions.R R/TMLcutoff.R R/Jacobinas.R R/loggammacensrob.ML.R R/wilkstest.R R/to.character.R R/FunctionsNP.R R/riclls.R R/FnsemiGLG.R R/Qtaufunctions.R R/loggammacensrob.oneTML.R R/loggammacenslmrob.R R/Bootstrap.R R/LimitsFunctions.R R/TMLfunctions.R R/WQtauCens.R R/loggammacensrob.TWQTau.R R/TMLoneJacEta.R R/Regtau.f.R R/ACOV.R R/loggammarob.R R/two2logthree.R R/loggammacenslmrob.TQTau.R R/TMLoneCens.R R/Quantile.R R/zzz.R R/Eta.R R/loggammacenslmrob.oneWL.R R/loggammacensrob.R R/loggammacenslmrob.oneTML.R
MD5
README
DESCRIPTION
man
man/loggammarob.wilks.Rd man/loggammarob.test.Rd man/summary.loggammarob.Rd man/loggammarob.Rd man/alcoa.Rd man/loggammacensrob.Rd man/LogGammaDist.Rd man/drg2000.Rd man/sqrtloggamma.Rd man/loggammacenslmrob.Rd man/loggammarob.control.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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