・R package: gamreg [CRAN]
Robust and Sparse linear regression via gamma-divergence with L1, elasticnet and Ridge.
・R package: snem [CRAN]
Efficient estimation of multivariate skew-normal distribution in closed form.
・R code: compare_divergence.r
This code was used for the experiments in the paper "Robust regression against heavy heterogeneous contamination" Metrika