The package is now hosted on GitHub at https://github.com/mstasinopoulos/GAMLSS-original/.
Add a new prodist()
method for extracting fitted (in-sample) or predicted
(out-of-sample) probability distributions from gamlss models (contributed by
Achim Zeileis). This enables the workflow from the
distributions3 package for all
distributions provided by gamlss.dist
. The idea is that the distributions3
objects encapsulate all information needed to obtain moments (mean, variance,
etc.), probabilities, quantiles, etc. with a unified interface. See the
useR! 2022 presentation by
Zeileis, Lang, and Hayes for an overview.
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