heavy.family {heavy}

Family objects for heavy-tailed distributions

Package:

heavy

Version:

0.2-3

Provide a convenient way to specify the details of the models used by functions heavyLm, heavyLme and heavyPS.

normal()
Cauchy()
Student(df = 4)
slash(df = 2)
contaminated(epsilon = 0.05, vif = 0.25)

df: degrees of freedom for Student-t and slash distributions.
epsilon, vif: percentage of outliers contamination and variance inflation factor.

heavy.family is a generic function to create info about some heavy-tailed distributions which is passed to the estimation algorithm.

CauchyFmly <- Student(df = 1)
CauchyFmly

Documentation reproduced from package heavy, version 0.2-3. License: GPL (>= 2)