HEAVY

Robust estimation using heavy-tailed distributions

View the Project on GitHub faosorios/heavy

heavy: Robust estimation using heavy-tailed distributions

CRAN status CRAN RStudio mirror downloads

The HEAVY package contains routines to perform robust estimation considering heavy-tailed distributions. Currently, the package includes linear regression, linear mixed-effect models, Grubbs’ model, multivariate location and scatter estimation, multivariate regression, penalized splines, random variate generation and some support functions.

Features

Reference Manual

Resources

Latest binaries and sources can be found at the CRAN package repository

Installation instructions

To install this package, start R and enter:

install.packages("heavy")

Alternatively, you can download the source as a tarball or as a zip file. Unpack this file (thereby creating a directory named, heavy) and install the package source by executing (at the console prompt)

R CMD INSTALL heavy

Next, you can load the package by using the command: library(heavy)

To cite the heavy package in publications use:

Osorio, F. (2019). heavy: Robust estimation using heavy-tailed distributions. R package version 0.38.196.
URL: CRAN.R-project.org/package=heavy

Some papers using heavy:

Providing Feedback

Please report any bugs/suggestions/improvements to Felipe Osorio. If you find these routines useful or not then please let me know. Also, acknowledgement of the use of the routines is appreciated.

About the Author

Felipe Osorio is an applied statistician and creator of several R packages. Webpage: https://faosorios.github.io/