Robust Estimation of the Generalized Loggamma Model. The R Package robustloggamma
Computation
2015-12-08 v1 Methodology
Abstract
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.
Keywords
Cite
@article{arxiv.1512.01633,
title = {Robust Estimation of the Generalized Loggamma Model. The R Package robustloggamma},
author = {Claudio Agostinelli and Alfio Marazzi and Victor J. Yohai and Alex Randriamiharisoa},
journal= {arXiv preprint arXiv:1512.01633},
year = {2015}
}
Comments
Accepted in Journal of Statistical Software