[RsR] Non-linear robust method

A@Teyteiboym m@iii@g oii ise@@c@uk A@Teyteiboym m@iii@g oii ise@@c@uk
Fri Aug 24 13:44:44 CEST 2007


Hello,

I am based at STICERD at the London School of Economics and have been
using R for about a year. At the moment I am working on programming an R
algorithm for fitting a Pareto distribution robustly (this is a part of
package to supplement a research paper on income distribution). It isn't
going too well. I am aware that there are routines in R to fit GLM using
robust methods, but I am not sure whether any work has been done in the
direction of non-linear parametric distributions (such as gamma or
Pareto). 

I hope you hear from any of you soon and sorry for the trouble, 

Alex

PS Some of you may be aware that there is some excellent work by A
Marazzi, who programmed many such routines in FORTRAN about 15 years
ago, which run on older R interfaces.


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