skewtools

R Package skewtools: Information Tools for analyze Skew-Elliptical distributions and related models. This package include functions related to following topics: 1. Information Theory: Shannon Entropy and Kullback-Leibler divergence for Multivariate Skew-Elliptical distributions. 2. Estimation of Growth models parameters (Von Bertalanffy, Gompertz, Logistic and Richards) using the robust ECME method via Heteroscedastic Nonlinear Regression Growth model with scale mixture of Skew-Normal distributions (Normal, T-Student, Skew-Normal and Skew-t). Include Bootstrap and Jackknife methods to estimate the Variance-Covariance matrix and Local Influence

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References in zbMATH (referenced in 1 article )

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  1. Contreras-Reyes, Javier E.: Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions (2014)