FMsmsnReg (version 1.0)

FMsmsnReg-package: 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)

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

FMsmsnReg

Examples

#See examples for the FMsmsnReg function linked above.