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

TL;DR

robustloggamma is an R package designed for robust estimation and inference in the generalized loggamma model, providing computational algorithms and practical application examples.

Contribution

introduces a new R package that implements robust estimation methods for the generalized loggamma model with practical computational tools.

Findings

demonstrates the package with real data

provides algorithms for robust estimation

facilitates inference in the loggamma model

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.