The HEAVY package contains routines to perform robust estimation considering heavy-tailed distributions. Currently, the package includes linear regression, linear mixed-effect models, multivariate location and scatter estimation, multivariate regression, penalized splines and random variate generation.
Please report any bugs/suggestions/improvements to Felipe Osorio, Universidad Técnica Federico Santa María. If you find these routines useful or not then please let me know. Also, acknowledgement of the use of the routines is appreciated.
Latest binaries and sources for HEAVY are availables from CRAN package repository .
To install this package, start R and enter:
Alternatively, you can download the source as a tarball or as a zip file. Unpack the tarball or zipfile (thereby creating a directory named, heavy) and install the package source by executing (at the console prompt)
Next, you can load the package by using the command:
The package is provided under the GPL. HEAVY is under active development: new features are being added and old features are being improved. Although the developer will make efforts to preserve backward compatibility, we cannot absolutely guarantee backward compatibility.
Osorio, F. (2017). heavy: Robust estimation using heavy-tailed distributions. R package version 0.38.1.
I contribute as developer/maintainer of the following R packages: