Provide a convenient way to specify the details of the models used by the fitter functions. (i.e.,
normal() Cauchy() Student(df = 4) slash(df = 2) contaminated(epsilon = 0.05, vif = 0.25)
- 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 information about the selected heavy-tailed distribution which is passed to the estimation algorithm.
CauchyFmly <- Student(df = 1) CauchyFmly
Documentation reproduced from package heavy, version 0.3. License: GPL (>= 2)