[R] Non-normal residuals.

[Kjetil Halvorsen]

On Wed, Oct 28, 2009 at 7:25 AM, David Scott <d.scott at auckland.ac.nz> wrote:
> Karl Ove Hufthammer wrote:
>>
>> On Tue, 27 Oct 2009 18:06:02 -0400 Ben Bolker <bolker at ufl.edu> wrote:
>>>
>>>  If transforming your data brings you closer to satisfying
>>> the assumptions of your analytic methods and having a sensible
>>> analysis, then that's good.  If it makes things worse, that's bad.
>>> Other choices, depending on the situation, include robust methods
>>> (for "outlier" problems); generalized linear models etc. (for
>>> discrete data from standard distributions); models using t- instead
>>> of normally distributed residuals;
>>
>> I have sometimes wondered about this: Which functions/packages do you use
>> to fit a (perhaps just a simple linear) model with t-distributed residuals
>> (or residuals of a different distribution)?
>>
> Package sn has this facility I believe.

Yes, for independent data, but for time series???

Kjetil

>
> David Scott
>
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