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.

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

View on CRAN

Functions

coef.crch Man page
coef.crch.boost Man page
coef.hxlr Man page
crch Man page
crch.boost Man page
crch.boost.fit Man page
crch.control Man page
crch.fit Man page
dclogis Man page
dcnorm Man page
dct Man page
dtlogis Man page
dtnorm Man page
dtt Man page
fitted.crch Man page
fitted.hxlr Man page
getSummary.crch Man page
hxlr Man page
hxlr.control Man page
logLik.crch Man page
logLik.crch.boost Man page
logLik.hxlr Man page
model.frame.crch Man page
model.matrix.crch Man page
pclogis Man page
pcnorm Man page
pct Man page
plot.crch.boost Man page
predict.crch Man page
predict.crch.boost Man page
predict.hxlr Man page
print.crch Man page
print.crch.boost Man page
print.hxlr Man page
print.summary.crch Man page
print.summary.crch.boost Man page
print.summary.hxlr Man page
ptlogis Man page
ptnorm Man page
ptt Man page
qclogis Man page
qcnorm Man page
qct Man page
qtlogis Man page
qtnorm Man page
qtt Man page
RainIbk Man page
rclogis Man page
rcnorm Man page
rct Man page
residuals.crch Man page
rtlogis Man page
rtnorm Man page
rtt Man page
summary.crch Man page
summary.crch.boost Man page
summary.hxlr Man page
terms.crch Man page
terms.hxlr Man page
trch Man page
vcov.crch Man page
vcov.hxlr Man page

Files

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

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