lmls: Gaussian Location-Scale Regression

The Gaussian location-scale regression model is a multi-predictor model with explanatory variables for the mean (= location) and the standard deviation (= scale) of a response variable. This package implements maximum likelihood and Markov chain Monte Carlo (MCMC) inference (using algorithms from Girolami and Calderhead (2011) <doi:10.1111/j.1467-9868.2010.00765.x> and Nesterov (2009) <doi:10.1007/s10107-007-0149-x>), a parametric bootstrap algorithm, and diagnostic plots for the model class.

Package details

AuthorHannes Riebl [aut, cre]
MaintainerHannes Riebl <hriebl@posteo.de>
LicenseMIT + file LICENSE
Version0.1.1
URL https://hriebl.github.io/lmls/ https://github.com/hriebl/lmls
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("lmls")

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lmls documentation built on April 4, 2025, 4:44 a.m.