robust estimation of the generalized loggamma model: the r package robustloggamma
;Claudio Agostinelli;Alfio Marazzi;Víctor J. Yohai;Alex Randriamiharisoa
open geospatial data, software and standards2016Vol. 70pp. 1-21
98
agostinelli2016journalrobust
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.