crch: Censored Regression with Conditional Heteroscedasticity
Version 1.0-0

Different approaches to censored or truncated regression with conditional heteroscedasticity are provided. First, continuous distributions can be used for the (right and/or left censored or truncated) response with separate linear predictors for the mean and variance. Second, cumulative link models for ordinal data (obtained by interval-censoring continuous data) can be employed for heteroscedastic extended logistic regression (HXLR). In the latter type of models, the intercepts depend on the thresholds that define the intervals.

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AuthorJakob Messner [aut, cre], Achim Zeileis [aut]
Date of publication2016-10-18 10:37:58
MaintainerJakob Messner <jwmm@elektro.dtu.dk>
LicenseGPL-2 | GPL-3
Version1.0-0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("crch")

Man pages

clogis: The Censored Logistic Distribution
cnorm: The Censored Normal Distribution
coef.crch: Methods for CRCH Objects
coef.crch.boost: Methods for boosted CRCH Objects
coef.hxlr: Methods for HXLR Objects
crch: Censored Regression with Conditional Heteroscedasticy
crch.boost: Auxiliary functions to fit 'crch' models via boosting.
crch.control: Auxiliary Function for Controlling crch Fitting
ct: The Censored Student-t Distribution
hxlr: Heteroscedastic Extended Logistic Regression
hxlr.control: Auxiliary Function for Controlling HXLR Fitting
plot.crch.boost: Plot coefficient paths of boosted CRCH objects.
predict.crch: Predicted/Fitted Values for CRCH Fits
predict.crch.boost: Predicted/Fitted Values for boosted CRCH Fits
predict.hxlr: Predict/Fitted Values for HXLR Fits
RainIbk: Precipitation Observations and Forecasts for Innsbruck
tlogis: The Truncated Logistic Distribution
tnorm: The Truncated Normal Distribution
tt: The Truncated Student-t Distribution

Functions

RainIbk Man page
coef.crch Man page Source code
coef.crch.boost Man page Source code
coef.hxlr Man page Source code
crch Man page Source code
crch.boost Man page Source code
crch.boost.fit Man page Source code
crch.control Man page Source code
crch.fit Man page Source code
dclogis Man page Source code
dcnorm Man page Source code
dct Man page Source code
dtlogis Man page Source code
dtnorm Man page Source code
dtt Man page Source code
estfun.crch Source code
fitted.crch Man page Source code
fitted.hxlr Man page Source code
getSummary.crch Man page Source code Source code
hclogis Source code
hcnorm Source code
hct Source code
htlogis Source code
htnorm Source code
htt Source code
hxlr Man page Source code
hxlr.control Man page Source code
logLik.crch Man page Source code
logLik.crch.boost Man page Source code
logLik.hxlr Man page Source code
model.frame.crch Man page Source code
model.matrix.crch Man page Source code
mstop.crch.boost Source code
pclogis Man page Source code
pcnorm Man page Source code
pct Man page Source code
plot.crch.boost Man page Source code
predict.crch Man page Source code
predict.crch.boost Man page Source code
predict.hxlr Man page Source code
print.crch Man page Source code
print.crch.boost Man page Source code
print.hxlr Man page Source code
print.summary.crch Man page Source code
print.summary.crch.boost Man page Source code
print.summary.hxlr Man page Source code
ptlogis Man page Source code
ptnorm Man page Source code
ptt Man page Source code
qclogis Man page Source code
qcnorm Man page Source code
qct Man page Source code
qtlogis Man page Source code
qtnorm Man page Source code
qtt Man page Source code
rclogis Man page Source code
rcnorm Man page Source code
rct Man page Source code
residuals.crch Man page Source code
rtlogis Man page Source code
rtnorm Man page Source code
rtt Man page Source code
sclogis Source code
scnorm Source code
sct Source code
standardize.coefficients Source code
standardize.matrix Source code
stlogis Source code
stnorm Source code
stt Source code
summary.crch Man page Source code
summary.crch.boost Man page Source code
summary.hxlr Man page Source code
terms.crch Man page Source code
terms.hxlr Man page Source code
trch Man page Source code
update.crch Source code
vcov.crch Man page Source code
vcov.hxlr Man page Source code

Files

inst
inst/CITATION
inst/doc
inst/doc/crch.pdf
inst/doc/crch.Rnw
inst/doc/crch.R
tests
tests/Examples
tests/Examples/crch-Ex.Rout.save
src
src/Makevars
src/tnorm.c
src/clogis.c
src/ct.c
src/cnorm.c
src/tlogis.c
src/tt.c
src/mycov.c
NAMESPACE
NEWS
data
data/RainIbk.rda
R
R/mtable.R
R/hxlr.R
R/ct.R
R/clogis.R
R/crch.boost.R
R/tnorm.R
R/crch.R
R/tlogis.R
R/cnorm.R
R/tt.R
vignettes
vignettes/crch.Rnw
vignettes/crch.Rout.save
vignettes/crch.bib
MD5
build
build/vignette.rds
build/partial.rdb
DESCRIPTION
man
man/RainIbk.Rd
man/tlogis.Rd
man/coef.crch.boost.Rd
man/predict.crch.Rd
man/crch.boost.Rd
man/tt.Rd
man/predict.crch.boost.Rd
man/clogis.Rd
man/cnorm.Rd
man/hxlr.control.Rd
man/ct.Rd
man/crch.Rd
man/hxlr.Rd
man/coef.crch.Rd
man/predict.hxlr.Rd
man/plot.crch.boost.Rd
man/crch.control.Rd
man/coef.hxlr.Rd
man/tnorm.Rd
crch documentation built on May 29, 2017, 4:17 p.m.