bamlss: Bayesian Additive Models for Location, Scale, and Shape (and Beyond)

Infrastructure for estimating probabilistic distributional regression models in a Bayesian framework. The distribution parameters may capture location, scale, shape, etc. and every parameter may depend on complex additive terms (fixed, random, smooth, spatial, etc.) similar to a generalized additive model. The conceptual and computational framework is introduced in Umlauf, Klein, Zeileis (2019) <doi:10.1080/10618600.2017.1407325> and the R package in Umlauf, Klein, Simon, Zeileis (2021) <doi:10.18637/jss.v100.i04>.

Package details

AuthorNikolaus Umlauf [aut, cre] (<https://orcid.org/0000-0003-2160-9803>), Nadja Klein [aut] (<https://orcid.org/0000-0002-5072-5347>), Achim Zeileis [aut] (<https://orcid.org/0000-0003-0918-3766>), Meike Koehler [ctb], Thorsten Simon [aut] (<https://orcid.org/0000-0002-3778-7738>), Stanislaus Stadlmann [ctb]
MaintainerNikolaus Umlauf <Nikolaus.Umlauf@uibk.ac.at>
LicenseGPL-2 | GPL-3
Version1.1-7
URL http://www.bamlss.org/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("bamlss")

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bamlss documentation built on April 8, 2022, 9:06 a.m.