Robust Estimation Using Heavy-Tailed Distributions

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Documentation for package ‘heavy’ version 0.38.196

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Cauchy Family objects for heavy-tailed distributions
contaminated Family objects for heavy-tailed distributions
creatinine Clinical trial on endogenous creatinine clearance
cyt Concha y Toro vineyards
dental An orthodontic measurement on several children over time
dialyzer Ultrafiltration measurements for three centres
dtgamma The right truncated gamma distribution
ereturns Excess returns for Martin Marietta and American Can companies
heavy.control Set control parameters
heavy.family Family objects for heavy-tailed distributions
heavyFit Estimation of Location and Scatter using multivariate heavy-tailed distributions
heavyGrubbs Estimation for the Grubbs' model under heavy-tailed distributions
heavyLm (Multivariate) linear regression under heavy-tailed distributions
heavyLm.fit Fitter functions for linear models under heavy-tailed distributions
heavyLme Linear mixed-effects models under heavy-tailed distributions
heavyLme.formula Linear mixed-effects models under heavy-tailed distributions
heavyMLm.fit Fitter functions for linear models under heavy-tailed distributions
heavyPS Fit a penalized spline under heavy-tailed distributions
housePrices Hedonic housing-price equation
life Data on per-capita income and life expectancy
normal Family objects for heavy-tailed distributions
pgamma.deriv Derivatives of the regularized incomplete gamma function
ptgamma The right truncated gamma distribution
qtgamma The right truncated gamma distribution
rmCauchy Multivariate Cauchy Random Deviates
rmcnorm Multivariate Contaminated Normal Random Deviates
rmnorm Multivariate Normal Random Deviates
rmslash Multivariate Slash Random Deviates
rmt Multivariate Student-t Random Deviates
rsphere Generation of Deviates Uniformly Located on a Spherical Surface
rtgamma The right truncated gamma distribution
slash Family objects for heavy-tailed distributions
Student Family objects for heavy-tailed distributions
tgamma The right truncated gamma distribution
thermocouples Precision and accuracy of thermocouples