Robust Estimation of the Generalized Loggamma Model: The R Package robustloggamma

robustloggamma is an R package for robust estimation and inference in the generalized loggamma model. We briefly introduce the model, the estimation procedures and the computational algorithms. Then, we illustrate the use of the package with the help of a real data set.

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Bibliographic Details
Published inJournal of statistical software Vol. 70; no. 7; pp. 1 - 21
Main Authors Agostinelli, Claudio, Marazzi, Alfio, Yohai, Víctor J., Randriamiharisoa, Alex
Format Journal Article
LanguageEnglish
Published Foundation for Open Access Statistics 01.05.2016
Subjects
generalized loggamma model
robust estimators
robustloggamma
tau estimator
weighted likelihood
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Summary:robustloggamma is an R package for robust estimation and inference in the generalized loggamma model. We briefly introduce the model, the estimation procedures and the computational algorithms. Then, we illustrate the use of the package with the help of a real data set.
ISSN:1548-7660
1548-7660
DOI:10.18637/jss.v070.i07