Fit linear regression models where the random errors follow a finite mixture of of Skew Heavy-Tailed Errors.

Some basic procedures for dealing
        with log maximally skew stable distributions, which are also
        called finite moment log stable distributions.

The FMT method computes posterior residual variances to be used in
  the denominator of a moderated t-statistic from a linear model analysis of
  gene expression data. It is an extension of the moderated t-statistic
  originally proposed by Smyth (2004) <doi:10.2202/1544-6115.1027>.
  LOESS local regression and empirical Bayesian method are used to estimate
  gene specific prior degrees of freedom and prior variance based on average
  gene intensity levels. The posterior residual variance in the denominator is
  a weighted average of prior and residual variance and the weights are prior
  degrees of freedom and residual variance degrees of freedom. The degrees of
  freedom of the moderated t-statistic is simply the sum of prior and residual
  variance degrees of freedom.

Contains a set of functions that can be used to apply
  formats to data frames or vectors.  The package aims to provide 
  functionality similar to that of SAS® formats. Formats are assigned to
  the format attribute on data frame columns.  Then when the fdata() 
  function is called, a new data frame is created with the column data
  formatted as specified.  The package also contains a value() function
  to create a user-defined format, similar to a SAS® user-defined format.

A collection of functions inspired by Venables and Ripley (2002) <doi:10.1007/978-0-387-21706-2>
             and Azzalini and Capitanio (1999) <arXiv:0911.2093> to manage, investigate and analyze
             bivariate and multivariate data sets of financial returns.

A parametrization framework for finite mixture distribution
        using S4 objects. Density, cumulative density, quantile and
        simulation functions are defined. Currently normal, Tukey g-&-h,
        skew-normal and skew-t distributions are well tested. The gamma,
        negative binomial distributions are being tested.