| FMsmsnReg-package {FMsmsnReg} | R Documentation |
Linear Regression Models with Finite Mixtures of Skew Heavy-Tailed Errors
Description
This package contains a principal function that performs to estimate the parameters of a regression model considering an error that follows a finite mixture of Skew Heavy-Tailed Errors, using an analytically simple and efficient EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters.
Details
| Package: | FMsmsnsReg |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2016-03-30 |
| License: | GPL (>=2) |
Author(s)
Luis Benites Sanchez lbenitesanchez@gmail.com, Rocio Paola Maehara rmaeharaa@gmail.com and Victor Hugo Lachos hlachos@ime.unicamp.br
References
Basso, R. M., Lachos, V. H., Cabral, C. R., Ghosh, P., 2010. Robust mixture modeling based on scale mixtures of skew - normal distributions. Computational Statistics & Data Analysis.
Lachos, V. H., Ghosh, P., Arellano-Valle, R. B., 2010. Likelihood based inference for skew-normal independent linear mixed models. Statistica Sinica 20, 303 - 322.
See Also
Examples
#See examples for the FMsmsnReg function linked above.