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

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

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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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