广义对数模型的鲁棒估计。R包鲁棒对数

C. Agostinelli, A. Marazzi, V. Yohai, A. Randriamiharisoa
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引用次数: 12

摘要

robustloggamma是一个R包,用于在广义loggamma模型中进行稳健估计和推理。简要介绍了该模型、估计过程和计算算法。然后,我们借助一个真实的数据集来说明该包的使用。
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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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