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

Claudio Agostinelli, Alfio Marazzi, Víctor J. Yohai and Alex Randriamiharisoa

Journal of Statistical Software, 2016, vol. 070, issue i07

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.

Date: 2016-05-12
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Persistent link: https://EconPapers.repec.org/RePEc:jss:jstsof:v:070:i07

DOI: 10.18637/jss.v070.i07

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