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.

Bibliographic Details
Main Authors: Claudio Agostinelli, Alfio Marazzi, Víctor J. Yohai, Alex Randriamiharisoa
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2016-05-01
Series:Journal of Statistical Software
Subjects:
Online Access:https://www.jstatsoft.org/index.php/jss/article/view/2693