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heavy.family {heavy}

Family objects for heavy-tailed distributions
Package: 
heavy
Version: 
0.2-35

Description

Provide a convenient way to specify the details of the models used by the fitter functions. (i.e., heavyFit, heavyLm, heavyLme and heavyPS functions).

Usage

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

Arguments

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

Details

heavy.family is a generic function to create information about the selected heavy-tailed distribution which is passed to the estimation algorithm.

See Also

heavyFit, heavyLm, heavyLme, heavyPS

Examples

CauchyFmly <- Student(df = 1)
CauchyFmly

Documentation reproduced from package heavy, version 0.2-35. License: GPL (>= 2)