crch: Censored Regression with Conditional Heteroscedasticity

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.

Author
Jakob Messner [aut, cre], Achim Zeileis [aut]
Date of publication
2016-10-18 10:37:58
Maintainer
Jakob Messner <jwmm@elektro.dtu.dk>
License
GPL-2 | GPL-3
Version
1.0-0

View on CRAN

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

Files in this package

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