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.

Package details

AuthorJakob Messner [aut, cre], Achim Zeileis [aut]
Date of publication2016-10-18 10:37:58
MaintainerJakob Messner <[email protected]>
LicenseGPL-2 | GPL-3
Package repositoryView on CRAN
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crch documentation built on May 29, 2017, 4:17 p.m.