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

Abstract

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.

Keywords

• generalized loggamma model
• R
• robust estimators
• robustloggamma
• tau estimator
• weighted likelihood