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

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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

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